-10.9%
MP vs AKAM
-21.8%
+11.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +4.0% |
| 7D | +9.5% | +2.8% | +6.7% | +8.1% |
| 30D | -3.0% | -6.9% | +3.9% | -0.8% |
| 3M | -30.4% | -31.8% | +1.5% | -20.7% |
| 6M | -39.2% | -47.0% | +7.8% | -24.9% |
| YTD | -23.3% | -2.1% | -21.2% | -27.5% |
| 1Y | -32.6% | -3.7% | -29.0% | -36.1% |
| 3Y | +159.3% | -23.0% | +182.3% | +161.9% |
| All | -10.9% | -21.8% | +11.0% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling