-24.7%
MDB vs FSLY
-55.9%
+31.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -3.3% |
| 7D | -17.4% | -10.6% | -6.8% | -14.4% |
| 30D | -2.0% | -20.9% | +18.9% | +4.3% |
| 3M | -3.0% | +3.4% | -6.4% | -5.4% |
| 6M | +48.7% | +2.7% | +45.9% | +29.4% |
| YTD | -12.1% | +102.3% | -114.4% | -46.2% |
| 1Y | +14.5% | +182.1% | -167.6% | -42.8% |
| 3Y | -6.1% | -14.6% | +8.4% | -31.6% |
| All | -24.7% | -55.9% | +31.2% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling