+254.1%
MP vs AKAM
-17.7%
+271.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.7% | -1.8% | +2.6% |
| 7D | -10.5% | -10.4% | -0.1% | -7.2% |
| 30D | -23.5% | -20.6% | -3.0% | -17.5% |
| 3M | -25.4% | -29.9% | +4.5% | -16.7% |
| 6M | -51.3% | -31.9% | -19.4% | -45.6% |
| YTD | -29.9% | -4.8% | -25.1% | -32.1% |
| 1Y | -31.8% | +13.8% | -45.7% | -38.6% |
| 3Y | +127.0% | -23.4% | +150.4% | +129.1% |
| 5Y | -3.3% | -22.6% | +19.3% | -5.6% |
| All | +254.1% | -17.7% | +271.8% | +245.3% |
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