+182.1%
FSLY vs MKC
-23.4%
+205.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -2.8% |
| 7D | -10.6% | -5.9% | -4.8% | -12.4% |
| 30D | -20.9% | -0.9% | -20.0% | -21.1% |
| 3M | +3.4% | +12.7% | -9.3% | +8.9% |
| 6M | +2.7% | -19.3% | +22.0% | +4.0% |
| YTD | +102.3% | -22.2% | +124.4% | +109.5% |
| 1Y | +182.1% | -23.3% | +205.4% | +190.5% |
| All | +182.1% | -23.4% | +205.5% | +190.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling