-4.5%
AKAM vs MXL
+40.1%
-44.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.9% | -1.2% |
| 7D | +1.5% | +18.9% | -17.4% | -0.5% |
| 30D | -13.0% | +0.3% | -13.3% | -13.3% |
| 3M | -19.4% | -8.0% | -11.3% | -20.3% |
| 6M | +0.3% | +341.2% | -340.9% | -18.8% |
| YTD | +22.4% | +327.8% | -305.4% | -0.9% |
| 1Y | +34.8% | +364.9% | -330.1% | +7.4% |
| 3Y | +1.9% | +229.2% | -227.3% | -21.3% |
| All | -4.5% | +40.1% | -44.5% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling