-0.9%
MCHP vs FSLY
-0.4%
-0.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -1.2% |
| 7D | +0.3% | +11.2% | -10.8% | -1.0% |
| 30D | -9.8% | -18.2% | +8.4% | -7.9% |
| 3M | -19.7% | +21.9% | -41.6% | -22.2% |
| 6M | +13.6% | +4.0% | +9.5% | +8.6% |
| YTD | +16.5% | +123.1% | -106.6% | -1.4% |
| 1Y | +15.7% | +196.9% | -181.2% | -9.6% |
| All | -0.9% | -0.4% | -0.5% | -21.0% |
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