+193.4%
MCD vs AKAM
+29.8%
+163.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -1.6% | +2.8% | -4.4% | -1.9% |
| 30D | +14.1% | -6.9% | +21.0% | +14.7% |
| 3M | +0.6% | -31.8% | +32.4% | +3.9% |
| 6M | 0.0% | -47.0% | +47.0% | +5.6% |
| YTD | -9.3% | -2.1% | -7.1% | -12.2% |
| 1Y | -9.3% | -3.7% | -5.6% | -12.1% |
| 3Y | +8.6% | -23.0% | +31.7% | +6.9% |
| 5Y | +21.9% | -23.4% | +45.3% | +18.8% |
| All | +193.4% | +29.8% | +163.6% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 10y: compounded portfolio wealth divided by compounded AKAM 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…
10y analysis · Full analysis span regression · 6 months rolling