+25.7%
MMM vs AKAM
-5.8%
+31.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.3% | -0.4% |
| 7D | -3.2% | +0.6% | -3.8% | -3.4% |
| 30D | -10.7% | -8.2% | -2.5% | -9.5% |
| 3M | +4.3% | -17.6% | +21.9% | +7.2% |
| 6M | +5.9% | +2.5% | +3.4% | +2.0% |
| YTD | +3.2% | +22.8% | -19.6% | -6.3% |
| 1Y | +8.0% | +39.6% | -31.6% | -5.6% |
| 3Y | +99.1% | +2.3% | +96.7% | +81.9% |
| 5Y | +25.7% | -4.3% | +30.0% | +12.6% |
| All | +25.7% | -5.8% | +31.6% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling