+3.7%
FSLY vs MKC
-21.4%
+25.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.2% |
| 7D | +4.9% | -3.0% | +7.8% | +4.5% |
| 30D | -33.5% | +4.8% | -38.3% | -33.2% |
| 3M | -44.6% | -12.8% | -31.8% | -44.6% |
| 6M | -9.2% | +5.0% | -14.3% | -8.8% |
| YTD | +63.3% | -29.1% | +92.3% | +72.3% |
| 1Y | +45.3% | -26.4% | +71.7% | +52.0% |
| 3Y | +3.7% | -21.6% | +25.4% | +8.5% |
| All | +3.7% | -21.4% | +25.2% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling