+78.8%
MMM vs AKAM
+27.0%
+51.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.5% |
| 7D | +7.0% | -3.3% | +10.2% | +7.5% |
| 30D | +18.4% | -21.7% | +40.1% | +23.9% |
| 3M | +4.5% | -28.8% | +33.3% | +10.9% |
| 6M | +33.4% | -43.3% | +76.8% | +47.6% |
| YTD | +20.0% | -4.1% | +24.0% | +12.9% |
| 1Y | +15.0% | -3.9% | +18.9% | +8.1% |
| 3Y | +165.0% | -24.4% | +189.4% | +157.4% |
| 5Y | +47.9% | -23.8% | +71.7% | +40.7% |
| All | +78.8% | +27.0% | +51.8% | +44.5% |
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