+5,288.0%
MCK vs AKAM
-2.9%
+5,291.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -2.9% | +1.5% | -4.4% | -3.0% |
| 30D | +0.4% | -13.0% | +13.4% | +1.5% |
| 3M | +12.1% | -19.4% | +31.5% | +13.8% |
| 6M | -5.4% | +0.3% | -5.7% | -6.7% |
| YTD | +7.8% | +22.4% | -14.6% | +4.1% |
| 1Y | +22.9% | +34.8% | -11.9% | +17.5% |
| 3Y | +110.7% | +1.9% | +108.8% | +104.4% |
| 5Y | +346.2% | -4.6% | +350.8% | +332.8% |
| 10Y | +440.1% | +103.4% | +336.7% | +386.1% |
| All | +5,288.0% | -2.9% | +5,291.0% | +3,858.4% |
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