-28.3%
FSLY vs MLM
+150.1%
-178.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.3% |
| 7D | +11.8% | -2.0% | +13.8% | +12.8% |
| 30D | -36.5% | +9.5% | -46.1% | -39.4% |
| 3M | -39.7% | -4.7% | -35.0% | -38.3% |
| 6M | -9.7% | -10.7% | +1.0% | -5.7% |
| YTD | +68.9% | -16.6% | +85.4% | +81.3% |
| 1Y | +44.5% | -15.4% | +59.8% | +53.8% |
| 3Y | +4.8% | +15.9% | -11.1% | -5.8% |
| 5Y | -66.0% | +27.1% | -93.2% | -71.4% |
| All | -28.3% | +150.1% | -178.4% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling