+215,978.3%
MNST vs AKAM
-24.5%
+216,002.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.7% | -11.2% | -5.1% |
| 7D | -3.4% | -10.4% | +7.0% | -2.4% |
| 30D | +6.6% | -20.6% | +27.2% | +8.9% |
| 3M | -2.9% | -29.9% | +27.0% | +0.2% |
| 6M | +18.4% | -31.9% | +50.3% | +22.0% |
| YTD | +19.3% | -4.8% | +24.0% | +17.6% |
| 1Y | +37.9% | +13.8% | +24.1% | +33.3% |
| 3Y | +62.9% | -23.4% | +86.3% | +62.2% |
| 5Y | +99.6% | -22.6% | +122.1% | +97.7% |
| 10Y | +305.7% | +26.3% | +279.5% | +277.8% |
| All | +215,978.3% | -24.5% | +216,002.7% | +164,195.3% |
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