+0.7%
MCHP vs AKAM
+0.9%
-0.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | 0.0% | +1.5% | -1.5% | -0.4% |
| 30D | -6.0% | -13.0% | +7.0% | -2.3% |
| 3M | -19.7% | -19.4% | -0.3% | -15.1% |
| 6M | +14.0% | +0.3% | +13.7% | +8.5% |
| YTD | +18.4% | +22.4% | -4.0% | +0.3% |
| 1Y | +17.1% | +34.8% | -17.7% | -6.5% |
| 3Y | +0.7% | +1.9% | -1.2% | -20.3% |
| All | +0.7% | +0.9% | -0.2% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling