+2,538.2%
MUU vs AKAM
+2.6%
+2,535.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.3% |
| 7D | +13.9% | -0.8% | +14.7% | +14.5% |
| 30D | +24.8% | -4.5% | +29.3% | +29.8% |
| 3M | -15.7% | -25.6% | +9.8% | +8.2% |
| 6M | +338.9% | +5.7% | +333.2% | +346.4% |
| YTD | +563.2% | +21.0% | +542.1% | +476.3% |
| 1Y | +2,577.5% | +33.9% | +2,543.6% | +1,986.7% |
| All | +2,538.2% | +2.6% | +2,535.7% | +2,151.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling