-3.2%
FSLY vs MKC
-31.2%
+27.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.7% |
| 7D | +11.2% | -4.3% | +15.5% | +11.4% |
| 30D | -18.2% | -3.1% | -15.1% | -18.1% |
| 3M | +21.9% | +6.8% | +15.1% | +21.2% |
| 6M | +4.0% | -18.3% | +22.4% | +8.7% |
| YTD | +123.1% | -23.1% | +146.1% | +138.1% |
| 1Y | +196.9% | -23.7% | +220.5% | +217.1% |
| All | -3.2% | -31.2% | +27.9% | +20.4% |
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