+71.1%
MCHP vs FSLY
-22.7%
+93.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.1% |
| 7D | +5.7% | +4.9% | +0.8% | +4.9% |
| 30D | -13.4% | -33.5% | +20.1% | -8.0% |
| 3M | -20.1% | -44.6% | +24.5% | -13.8% |
| 6M | -35.5% | -9.2% | -26.3% | -36.3% |
| YTD | -1.6% | +63.3% | -64.8% | -19.6% |
| 1Y | +15.5% | +45.3% | -29.8% | -3.8% |
| 3Y | -13.2% | +3.7% | -16.9% | -30.7% |
| 5Y | -17.5% | -67.2% | +49.7% | -28.1% |
| All | +71.1% | -22.7% | +93.8% | +1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling