+44.5%
FSLY vs MLM
-14.5%
+59.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.4% |
| 7D | -31.4% | -4.1% | -27.3% | -30.4% |
| 30D | -37.3% | +8.2% | -45.5% | -37.4% |
| 3M | -30.1% | -3.6% | -26.5% | -28.5% |
| 6M | -49.8% | -15.6% | -34.2% | -47.8% |
| YTD | +55.7% | -16.4% | +72.1% | +53.4% |
| 1Y | +44.5% | -14.3% | +58.8% | +36.6% |
| All | +44.5% | -14.5% | +59.0% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling