+10.5%
MCD vs FSLY
-9.9%
+20.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.5% |
| 7D | +7.1% | -31.4% | +38.6% | +7.1% |
| 30D | +19.8% | -37.3% | +57.1% | +19.7% |
| 3M | +0.8% | -30.1% | +30.9% | +0.7% |
| 6M | -1.3% | -49.8% | +48.5% | -1.2% |
| YTD | -7.8% | +55.7% | -63.4% | -9.7% |
| 1Y | -5.0% | +44.5% | -49.4% | -6.9% |
| 3Y | +10.5% | -4.3% | +14.9% | +7.4% |
| All | +10.5% | -9.9% | +20.4% | +7.4% |
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