+106.1%
MDLZ vs AKAM
+31.5%
+74.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.1% |
| 7D | -1.0% | +0.9% | -1.9% | -1.2% |
| 30D | +7.9% | -14.7% | +22.7% | +9.5% |
| 3M | +8.9% | -25.7% | +34.6% | +12.0% |
| 6M | +10.5% | -43.4% | +53.8% | +17.1% |
| YTD | +27.1% | -0.7% | +27.8% | +21.3% |
| 1Y | +20.9% | -4.3% | +25.3% | +16.1% |
| 3Y | +5.5% | -21.7% | +27.3% | +2.7% |
| 5Y | +22.2% | -20.7% | +43.0% | +17.1% |
| 10Y | +106.1% | +32.4% | +73.7% | +72.6% |
| All | +106.1% | +31.5% | +74.6% | +72.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling