+874.7%
MMM vs AKAM
-21.3%
+896.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.8% | +11.2% | -12.0% | -1.9% |
| 30D | +14.4% | -13.4% | +27.8% | +15.8% |
| 3M | +1.8% | -29.5% | +31.3% | +4.7% |
| 6M | +31.3% | -42.1% | +73.4% | +37.1% |
| YTD | +18.0% | -0.8% | +18.8% | +15.8% |
| 1Y | +10.9% | -3.9% | +14.8% | +9.1% |
| 3Y | +160.6% | -21.9% | +182.5% | +159.3% |
| 5Y | +44.5% | -22.4% | +66.9% | +43.3% |
| 10Y | +75.9% | +32.3% | +43.6% | +65.0% |
| All | +874.7% | -21.3% | +896.0% | +566.0% |
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 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