-7.2%
FSLY vs MLM
+20.9%
-28.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -26.9% | -5.2% | -21.7% | -24.2% |
| 7D | -40.0% | -1.2% | -38.8% | -39.1% |
| 30D | -39.7% | +7.9% | -47.6% | -41.8% |
| 3M | -40.9% | -4.5% | -36.5% | -39.0% |
| 6M | -52.5% | -12.6% | -39.8% | -48.8% |
| YTD | +51.1% | -14.9% | +65.9% | +60.0% |
| 1Y | +90.6% | -13.1% | +103.7% | +98.1% |
| All | -7.2% | +20.9% | -28.1% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling