+144.3%
MDB vs FSLY
0.0%
+144.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.4% | -7.8% | -4.8% |
| 7D | -18.0% | +3.5% | -21.5% | -18.9% |
| 30D | -10.7% | -6.4% | -4.3% | -9.7% |
| 3M | +1.0% | +10.9% | -9.9% | -3.6% |
| 6M | +31.6% | +6.7% | +24.9% | +14.5% |
| YTD | -15.2% | +111.1% | -126.3% | -46.9% |
| 1Y | +10.1% | +185.8% | -175.7% | -41.2% |
| 3Y | -5.6% | -6.6% | +0.9% | -33.3% |
| 5Y | -24.5% | -52.4% | +27.9% | -42.8% |
| All | +144.3% | 0.0% | +144.3% | +31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling