+5.3%
MDLZ vs AKAM
-21.6%
+26.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | +0.3% |
| 7D | -1.0% | +0.9% | -1.9% | -1.0% |
| 30D | +7.9% | -14.7% | +22.7% | +7.8% |
| 3M | +8.9% | -25.7% | +34.6% | +8.8% |
| 6M | +10.5% | -43.4% | +53.8% | +10.9% |
| YTD | +27.1% | -0.7% | +27.8% | +25.3% |
| 1Y | +20.9% | -4.3% | +25.3% | +19.4% |
| All | +5.3% | -21.6% | +26.8% | +5.2% |
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