+4,407.5%
MU vs AKAM
+29.8%
+4,377.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -1.9% |
| 7D | +12.8% | +2.8% | +10.0% | +11.4% |
| 30D | -14.9% | -6.9% | -8.0% | -11.8% |
| 3M | -18.0% | -31.8% | +13.8% | -3.6% |
| 6M | -3.1% | -47.0% | +43.9% | +26.4% |
| YTD | +172.9% | -2.1% | +175.0% | +165.5% |
| 1Y | +228.8% | -3.7% | +232.5% | +221.5% |
| 3Y | +950.8% | -23.0% | +973.9% | +986.1% |
| 5Y | +931.3% | -23.4% | +954.7% | +950.8% |
| All | +4,407.5% | +29.8% | +4,377.7% | +3,242.9% |
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