-1.5%
MCD vs FSLY
-13.5%
+12.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.5% |
| 7D | -2.8% | -10.6% | +7.8% | -2.8% |
| 30D | -6.0% | -20.9% | +14.9% | -5.9% |
| 3M | -5.6% | +3.4% | -9.0% | -5.7% |
| 6M | -21.9% | +2.7% | -24.6% | -22.3% |
| YTD | -14.7% | +102.3% | -117.0% | -16.8% |
| 1Y | -17.3% | +182.1% | -199.3% | -19.9% |
| All | -1.5% | -13.5% | +12.0% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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