+62.9%
MNST vs AKAM
-23.4%
+86.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.7% | -11.2% | -5.0% |
| 7D | -3.4% | -10.4% | +7.0% | -2.6% |
| 30D | +6.6% | -20.6% | +27.2% | +8.6% |
| 3M | -2.9% | -29.9% | +27.0% | 0.0% |
| 6M | +18.4% | -31.9% | +50.3% | +21.3% |
| YTD | +19.3% | -4.8% | +24.0% | +18.0% |
| 1Y | +37.9% | +13.8% | +24.1% | +33.9% |
| 3Y | +62.9% | -23.4% | +86.3% | +55.5% |
| All | +62.9% | -23.4% | +86.3% | +55.5% |
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