+87.9%
MDLZ vs AKAM
+108.8%
-20.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.6% | +0.7% |
| 7D | 0.0% | +5.4% | -5.4% | -0.7% |
| 30D | +1.4% | -5.9% | +7.3% | +2.1% |
| 3M | 0.0% | -19.6% | +19.7% | +2.4% |
| 6M | +9.1% | +8.5% | +0.7% | +5.2% |
| YTD | +17.9% | +26.9% | -9.0% | +9.8% |
| 1Y | +3.2% | +41.7% | -38.5% | -6.1% |
| 3Y | -2.5% | +5.8% | -8.3% | -8.6% |
| 5Y | +17.6% | -2.3% | +19.9% | +10.8% |
| 10Y | +87.9% | +111.0% | -23.0% | +45.1% |
| All | +87.9% | +108.8% | -20.9% | +45.1% |
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