+195.7%
MRVL vs AKAM
-22.7%
+218.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.3% | -3.3% | -4.1% |
| 7D | +11.0% | +2.8% | +8.2% | +9.7% |
| 30D | -36.1% | -6.9% | -29.2% | -33.8% |
| 3M | -29.4% | -31.8% | +2.4% | -18.5% |
| 6M | -11.9% | -47.0% | +35.1% | +10.2% |
| YTD | +84.8% | -2.1% | +86.9% | +86.1% |
| 1Y | +79.4% | -3.7% | +83.1% | +81.4% |
| 3Y | +195.7% | -23.0% | +218.8% | +165.5% |
| All | +195.7% | -22.7% | +218.5% | +165.5% |
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