-5.6%
MDB vs FSLY
-7.5%
+1.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.4% | -7.8% | -4.3% |
| 7D | -18.0% | +3.5% | -21.5% | -18.6% |
| 30D | -10.7% | -6.4% | -4.3% | -10.0% |
| 3M | +1.0% | +10.9% | -9.9% | -1.6% |
| 6M | +31.6% | +6.7% | +24.9% | +20.5% |
| YTD | -15.2% | +111.1% | -126.3% | -36.2% |
| 1Y | +10.1% | +185.8% | -175.7% | -27.3% |
| 3Y | -5.6% | -6.6% | +0.9% | -21.2% |
| All | -5.6% | -7.5% | +1.8% | -21.2% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling