+54.7%
MMM vs AKAM
+108.8%
-54.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.9% | -6.7% | -2.9% |
| 7D | -2.6% | +5.4% | -8.0% | -3.7% |
| 30D | -9.3% | -5.9% | -3.4% | -8.3% |
| 3M | +5.6% | -19.6% | +25.2% | +9.7% |
| 6M | +9.5% | +8.5% | +1.0% | +3.7% |
| YTD | +4.1% | +26.9% | -22.8% | -6.4% |
| 1Y | +9.4% | +41.7% | -32.3% | -5.0% |
| 3Y | +101.0% | +5.8% | +95.2% | +83.2% |
| 5Y | +26.1% | -2.3% | +28.4% | +15.4% |
| 10Y | +54.7% | +111.0% | -56.2% | +16.9% |
| All | +54.7% | +108.8% | -54.1% | +16.9% |
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