+250.9%
MNST vs AKAM
+99.1%
+151.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -4.1% | -0.8% | -3.3% | -3.9% |
| 30D | -4.5% | -4.5% | 0.0% | -3.9% |
| 3M | -2.5% | -25.6% | +23.1% | +2.6% |
| 6M | +14.1% | +5.7% | +8.4% | +10.4% |
| YTD | +12.6% | +21.0% | -8.5% | +4.8% |
| 1Y | +36.9% | +33.9% | +3.1% | +24.3% |
| 3Y | +53.1% | +0.9% | +52.2% | +44.0% |
| 5Y | +78.2% | -6.9% | +85.1% | +68.7% |
| All | +250.9% | +99.1% | +151.8% | +185.9% |
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