+199.8%
MPC vs AKAM
-22.7%
+222.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.6% |
| 7D | +11.2% | +2.8% | +8.5% | +10.9% |
| 30D | -14.5% | -6.9% | -7.6% | -14.0% |
| 3M | +16.7% | -31.8% | +48.5% | +21.2% |
| 6M | +67.6% | -47.0% | +114.6% | +79.0% |
| YTD | +157.9% | -2.1% | +160.0% | +144.8% |
| 1Y | +116.7% | -3.7% | +120.3% | +106.2% |
| 3Y | +199.8% | -23.0% | +222.8% | +148.8% |
| All | +199.8% | -22.7% | +222.5% | +148.8% |
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 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