+110.7%
MCK vs FSLY
+1.6%
+109.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | +0.1% |
| 7D | -2.9% | +12.5% | -15.4% | -2.6% |
| 30D | +0.4% | -18.8% | +19.2% | 0.0% |
| 3M | +12.1% | +22.7% | -10.6% | +13.1% |
| 6M | -5.4% | -3.7% | -1.7% | -4.4% |
| YTD | +7.8% | +127.5% | -119.7% | +13.2% |
| 1Y | +22.9% | +193.5% | -170.6% | +30.3% |
| 3Y | +110.7% | -1.3% | +112.0% | +117.5% |
| All | +110.7% | +1.6% | +109.1% | +117.5% |
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 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