+104.8%
MMM vs AKAM
+1.6%
+103.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -1.6% | -0.8% | -0.8% | -1.5% |
| 30D | -8.0% | -4.5% | -3.5% | -7.6% |
| 3M | +9.4% | -25.6% | +34.9% | +13.4% |
| 6M | +10.2% | +5.7% | +4.5% | +6.2% |
| YTD | +6.1% | +21.0% | -14.9% | -1.9% |
| 1Y | +10.8% | +33.9% | -23.1% | -0.5% |
| 3Y | +104.8% | +0.9% | +103.9% | +77.0% |
| All | +104.8% | +1.6% | +103.2% | +77.0% |
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