+1,135.5%
MPC vs AKAM
+31.8%
+1,103.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.5% | -0.1% | +2.8% |
| 7D | +2.6% | +0.9% | +1.7% | +2.3% |
| 30D | -12.2% | -14.7% | +2.5% | -10.2% |
| 3M | +20.1% | -25.7% | +45.8% | +25.1% |
| 6M | +60.6% | -43.4% | +104.0% | +74.7% |
| YTD | +150.6% | -0.7% | +151.2% | +137.2% |
| 1Y | +104.7% | -4.3% | +109.0% | +95.2% |
| 3Y | +194.5% | -21.7% | +216.2% | +186.0% |
| 5Y | +582.3% | -20.7% | +603.0% | +549.3% |
| All | +1,135.5% | +31.8% | +1,103.8% | +880.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling