+2,423.9%
MUU vs AKAM
+4.0%
+2,419.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.3% | -6.1% | -6.6% |
| 7D | +3.6% | +0.6% | +3.0% | +3.2% |
| 30D | +22.3% | -8.2% | +30.5% | +32.4% |
| 3M | -8.2% | -17.6% | +9.4% | +8.6% |
| 6M | +256.3% | +2.5% | +253.8% | +270.5% |
| YTD | +534.4% | +22.8% | +511.6% | +446.2% |
| 1Y | +2,163.5% | +39.6% | +2,123.9% | +1,604.1% |
| All | +2,423.9% | +4.0% | +2,419.8% | +2,034.1% |
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