+105.8%
MCHP vs FSLY
+7.7%
+98.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.3% |
| 7D | 0.0% | +12.5% | -12.4% | -1.9% |
| 30D | -6.0% | -18.8% | +12.8% | -3.3% |
| 3M | -19.7% | +22.7% | -42.4% | -23.3% |
| 6M | +14.0% | -3.7% | +17.7% | +8.7% |
| YTD | +18.4% | +127.5% | -109.1% | -7.0% |
| 1Y | +17.1% | +193.5% | -176.4% | -14.4% |
| 3Y | +0.7% | -1.3% | +2.0% | -17.2% |
| 5Y | +5.1% | -47.3% | +52.4% | -14.3% |
| All | +105.8% | +7.7% | +98.1% | +17.4% |
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