+20.8%
MCD vs FSLY
-67.3%
+88.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.6% |
| 7D | -1.6% | +4.9% | -6.5% | -1.7% |
| 30D | +14.1% | -33.5% | +47.6% | +14.6% |
| 3M | +0.6% | -44.6% | +45.2% | +1.2% |
| 6M | 0.0% | -9.2% | +9.3% | -0.5% |
| YTD | -9.3% | +63.3% | -72.5% | -12.3% |
| 1Y | -9.3% | +45.3% | -54.6% | -12.1% |
| 3Y | +8.6% | +3.7% | +4.9% | +4.6% |
| All | +20.8% | -67.3% | +88.1% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling