+15.5%
MCHP vs FSLY
+41.1%
-25.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.4% |
| 7D | +5.7% | +4.9% | +0.8% | +5.3% |
| 30D | -13.4% | -33.5% | +20.1% | -11.2% |
| 3M | -20.1% | -44.6% | +24.5% | -17.7% |
| 6M | -35.5% | -9.2% | -26.3% | -34.9% |
| YTD | -1.6% | +63.3% | -64.8% | +4.4% |
| 1Y | +15.5% | +45.3% | -29.8% | +25.5% |
| All | +15.5% | +41.1% | -25.6% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling