+1,091.5%
MCD vs AKAM
-4.3%
+1,095.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -2.8% | -2.1% | -0.7% | -2.7% |
| 30D | -6.0% | -13.9% | +7.9% | -5.3% |
| 3M | -5.6% | -33.8% | +28.2% | -3.5% |
| 6M | -21.9% | +2.2% | -24.0% | -22.6% |
| YTD | -14.7% | +20.6% | -35.3% | -16.5% |
| 1Y | -17.3% | +36.3% | -53.6% | -19.7% |
| 3Y | -2.2% | -0.1% | -2.0% | -3.9% |
| 5Y | +20.3% | -7.5% | +27.8% | +18.3% |
| 10Y | +180.7% | +90.2% | +90.5% | +162.3% |
| All | +1,091.5% | -4.3% | +1,095.8% | +856.2% |
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 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