+321.2%
MRVL vs AKAM
+4.6%
+316.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.9% | -0.6% | +2.5% |
| 7D | +13.8% | +5.4% | +8.4% | +11.7% |
| 30D | +12.7% | -5.9% | +18.5% | +15.1% |
| 3M | -11.9% | -19.6% | +7.7% | -5.3% |
| 6M | +153.8% | +8.5% | +145.4% | +148.4% |
| YTD | +177.0% | +26.9% | +150.0% | +150.8% |
| 1Y | +252.3% | +41.7% | +210.7% | +201.2% |
| All | +321.2% | +4.6% | +316.6% | +255.1% |
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