+250.9%
AKAM vs MXL
+298.4%
-47.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.5% | -2.7% | +3.9% |
| 7D | +5.4% | +19.0% | -13.6% | +2.9% |
| 30D | -5.9% | +4.5% | -10.4% | -6.7% |
| 3M | -19.6% | -1.5% | -18.1% | -21.7% |
| 6M | +8.5% | +348.6% | -340.2% | -17.9% |
| YTD | +26.9% | +310.3% | -283.3% | -3.1% |
| 1Y | +41.7% | +344.7% | -303.0% | +6.1% |
| 3Y | +5.8% | +211.2% | -205.4% | -23.1% |
| 5Y | -2.3% | +34.8% | -37.2% | -22.9% |
| 10Y | +111.0% | +286.5% | -175.6% | +23.3% |
| All | +250.9% | +298.4% | -47.5% | +87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling