+337.4%
MDT vs AKAM
+0.7%
+336.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -0.9% |
| 7D | -0.3% | +5.4% | -5.7% | -0.7% |
| 30D | +2.8% | -5.9% | +8.6% | +3.1% |
| 3M | +13.1% | -19.6% | +32.7% | +14.5% |
| 6M | +2.3% | +8.5% | -6.1% | +0.7% |
| YTD | -2.7% | +26.9% | -29.6% | -5.5% |
| 1Y | +0.9% | +41.7% | -40.8% | -3.0% |
| 3Y | +26.8% | +5.8% | +21.0% | +23.7% |
| 5Y | -19.5% | -2.3% | -17.1% | -21.3% |
| 10Y | +40.6% | +111.0% | -70.4% | +29.5% |
| All | +337.4% | +0.7% | +336.7% | +233.6% |
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 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