+224.4%
MRK vs AKAM
+103.9%
+120.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -4.3% | +1.5% | -5.7% | -4.4% |
| 30D | +8.3% | -13.0% | +21.3% | +9.8% |
| 3M | +20.0% | -19.4% | +39.4% | +22.4% |
| 6M | +25.7% | +0.3% | +25.4% | +23.2% |
| YTD | +38.7% | +22.4% | +16.3% | +31.4% |
| 1Y | +74.7% | +34.8% | +39.8% | +62.8% |
| 3Y | +45.4% | +1.9% | +43.4% | +38.2% |
| 5Y | +129.0% | -4.6% | +133.6% | +118.0% |
| All | +224.4% | +103.9% | +120.5% | +170.2% |
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