-48.4%
FSLY vs MKC
-33.9%
-14.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +7.5% | -2.8% | +10.3% | +7.9% |
| 30D | -21.1% | -3.4% | -17.7% | -20.9% |
| 3M | +21.8% | +3.8% | +18.0% | +20.9% |
| 6M | -0.1% | -17.9% | +17.8% | +3.7% |
| YTD | +123.1% | -23.6% | +146.7% | +136.2% |
| 1Y | +208.6% | -23.1% | +231.6% | +225.1% |
| 3Y | -1.3% | -31.5% | +30.3% | +6.3% |
| 5Y | -48.4% | -33.1% | -15.3% | -41.0% |
| All | -48.4% | -33.9% | -14.4% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling