+1,188.6%
MCD vs AKAM
-24.5%
+1,213.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.7% | -7.3% | -0.9% |
| 7D | +7.1% | -10.4% | +17.5% | +7.7% |
| 30D | +19.8% | -20.6% | +40.3% | +21.2% |
| 3M | +0.8% | -29.9% | +30.7% | +2.6% |
| 6M | -1.3% | -31.9% | +30.6% | +0.2% |
| YTD | -7.8% | -4.8% | -3.0% | -8.7% |
| 1Y | -5.0% | +13.8% | -18.8% | -7.0% |
| 3Y | +10.5% | -23.4% | +33.9% | +10.0% |
| 5Y | +22.0% | -22.6% | +44.5% | +20.9% |
| 10Y | +216.7% | +26.3% | +190.4% | +202.4% |
| All | +1,188.6% | -24.5% | +1,213.0% | +946.0% |
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