+1,211.5%
MCD vs AKAM
-27.0%
+1,238.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.1% | +2.0% |
| 7D | +5.9% | -7.4% | +13.3% | +6.4% |
| 30D | +19.6% | -24.9% | +44.6% | +21.5% |
| 3M | +3.3% | -27.4% | +30.6% | +4.9% |
| 6M | +3.5% | -45.6% | +49.1% | +6.7% |
| YTD | -6.1% | -8.0% | +1.9% | -6.9% |
| 1Y | -3.7% | -4.1% | +0.5% | -4.7% |
| 3Y | +13.4% | -26.9% | +40.2% | +13.1% |
| 5Y | +25.2% | -26.6% | +51.7% | +24.4% |
| 10Y | +211.3% | +20.7% | +190.6% | +198.0% |
| All | +1,211.5% | -27.0% | +1,238.5% | +966.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling