+127.0%
MP vs AKAM
-23.4%
+150.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.7% | -1.8% | +2.9% |
| 7D | -10.5% | -10.4% | -0.1% | -7.6% |
| 30D | -23.5% | -20.6% | -3.0% | -18.4% |
| 3M | -25.4% | -29.9% | +4.5% | -18.0% |
| 6M | -51.3% | -31.9% | -19.4% | -46.2% |
| YTD | -29.9% | -4.8% | -25.1% | -30.6% |
| 1Y | -31.8% | +13.8% | -45.7% | -36.4% |
| 3Y | +127.0% | -23.4% | +150.4% | +90.5% |
| All | +127.0% | -23.4% | +150.4% | +90.5% |
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