+105.7%
MCHP vs FSLY
-4.2%
+110.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +4.0% | +1.9% |
| 7D | +1.7% | -10.6% | +12.3% | +3.5% |
| 30D | -4.1% | -20.9% | +16.8% | -1.3% |
| 3M | -22.5% | +3.4% | -25.9% | -23.8% |
| 6M | +7.3% | +2.7% | +4.5% | +1.0% |
| YTD | +18.4% | +102.3% | -83.9% | -5.2% |
| 1Y | +18.1% | +182.1% | -163.9% | -13.4% |
| 3Y | -2.8% | -14.6% | +11.8% | -18.1% |
| 5Y | +5.5% | -55.9% | +61.4% | -11.4% |
| All | +105.7% | -4.2% | +110.0% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling