+208.6%
FSLY vs MKC
-23.8%
+232.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | -0.3% |
| 7D | +7.5% | -2.8% | +10.3% | +6.5% |
| 30D | -21.1% | -3.4% | -17.7% | -21.9% |
| 3M | +21.8% | +3.8% | +18.0% | +23.4% |
| 6M | -0.1% | -17.9% | +17.8% | 0.0% |
| YTD | +123.1% | -23.6% | +146.7% | +128.5% |
| 1Y | +208.6% | -23.1% | +231.6% | +219.5% |
| All | +208.6% | -23.8% | +232.4% | +219.5% |
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