-55.6%
FSLY vs MLM
+41.9%
-97.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.7% | -3.4% |
| 7D | -10.6% | -2.9% | -7.7% | -8.5% |
| 30D | -20.9% | -6.8% | -14.1% | -16.1% |
| 3M | +3.4% | -11.2% | +14.6% | +10.8% |
| 6M | +2.7% | -21.8% | +24.6% | +23.1% |
| YTD | +102.3% | -17.0% | +119.2% | +124.7% |
| 1Y | +182.1% | -16.4% | +198.4% | +209.3% |
| 3Y | -14.6% | +14.5% | -29.0% | -33.5% |
| All | -55.6% | +41.9% | -97.5% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling