-3.5%
FSLY vs MKC
-23.4%
+19.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | +12.5% | -1.5% | +13.9% | +13.0% |
| 30D | -18.8% | -3.1% | -15.7% | -18.3% |
| 3M | +22.7% | +5.2% | +17.5% | +20.0% |
| 6M | -3.7% | -12.8% | +9.1% | -0.2% |
| YTD | +127.5% | -23.3% | +150.8% | +147.6% |
| 1Y | +193.5% | -24.1% | +217.6% | +219.0% |
| 3Y | -1.3% | -32.1% | +30.8% | +11.2% |
| 5Y | -47.3% | -32.8% | -14.5% | -43.0% |
| All | -3.5% | -23.4% | +19.9% | -11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling