-12.4%
MDB vs FSLY
+36.0%
-48.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.5% |
| 7D | -0.9% | -22.4% | +21.5% | +2.1% |
| 30D | -15.2% | -45.5% | +30.3% | -9.0% |
| 3M | -17.9% | -30.4% | +12.5% | -14.4% |
| 6M | +9.3% | -22.1% | +31.4% | +12.8% |
| YTD | -22.0% | +57.0% | -79.0% | -22.9% |
| All | -12.4% | +36.0% | -48.4% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling