-2.5%
FSLY vs MLM
+18.8%
-21.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -0.5% |
| 7D | -22.4% | -3.8% | -18.6% | -20.2% |
| 30D | -45.5% | +11.0% | -56.5% | -48.2% |
| 3M | -30.4% | -3.1% | -27.3% | -28.8% |
| 6M | -22.1% | -9.8% | -12.3% | -18.6% |
| YTD | +57.0% | -14.4% | +71.3% | +65.7% |
| 1Y | +38.2% | -12.6% | +50.8% | +43.3% |
| 3Y | -2.5% | +19.7% | -22.2% | -34.4% |
| All | -2.5% | +18.8% | -21.3% | -34.4% |
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