-35.9%
FSLY vs MLM
+155.2%
-191.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -26.9% | -5.2% | -21.7% | -24.2% |
| 7D | -40.0% | -1.2% | -38.8% | -39.3% |
| 30D | -39.7% | +7.9% | -47.6% | -42.0% |
| 3M | -40.9% | -4.5% | -36.5% | -39.4% |
| 6M | -52.5% | -12.6% | -39.8% | -49.3% |
| YTD | +51.1% | -14.9% | +65.9% | +60.7% |
| 1Y | +90.6% | -13.1% | +103.7% | +100.2% |
| 3Y | -12.4% | +21.2% | -33.6% | -23.0% |
| 5Y | -69.1% | +32.0% | -101.1% | -74.3% |
| All | -35.9% | +155.2% | -191.0% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling