+354.7%
MNST vs AKAM
+29.8%
+324.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.2% |
| 7D | +1.6% | +2.8% | -1.2% | +1.1% |
| 30D | +5.1% | -6.9% | +11.9% | +6.0% |
| 3M | -0.5% | -31.8% | +31.4% | +5.9% |
| 6M | +8.1% | -47.0% | +55.1% | +20.2% |
| YTD | +21.2% | -2.1% | +23.3% | +16.0% |
| 1Y | +30.7% | -3.7% | +34.4% | +25.5% |
| 3Y | +67.3% | -23.0% | +90.4% | +64.3% |
| 5Y | +101.9% | -23.4% | +125.3% | +95.9% |
| All | +354.7% | +29.8% | +324.9% | +283.1% |
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