+45.3%
FSLY vs MKC
-25.8%
+71.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -2.8% |
| 7D | +4.9% | -3.0% | +7.8% | +3.5% |
| 30D | -33.5% | +4.8% | -38.3% | -31.8% |
| 3M | -44.6% | -12.8% | -31.8% | -46.0% |
| 6M | -9.2% | +5.0% | -14.3% | -4.8% |
| YTD | +63.3% | -29.1% | +92.3% | +76.0% |
| 1Y | +45.3% | -26.4% | +71.7% | +55.2% |
| All | +45.3% | -25.8% | +71.1% | +55.2% |
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