+191.6%
FSLY vs MULL
+2,561.4%
-2,369.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +11.8% | -14.3% | -4.6% |
| 7D | -10.6% | +17.3% | -27.9% | -13.3% |
| 30D | -20.9% | +23.5% | -44.4% | -24.2% |
| 3M | +3.4% | -24.0% | +27.4% | -1.3% |
| 6M | +2.7% | +276.7% | -274.0% | -32.9% |
| YTD | +102.3% | +565.1% | -462.8% | +12.7% |
| 1Y | +182.1% | +2,802.6% | -2,620.5% | +1.4% |
| All | +191.6% | +2,561.4% | -2,369.7% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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