+153.0%
MDB vs FSLY
-4.2%
+157.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -3.3% |
| 7D | -17.4% | -10.6% | -6.8% | -14.5% |
| 30D | -2.0% | -20.9% | +18.9% | +4.2% |
| 3M | -3.0% | +3.4% | -6.4% | -5.3% |
| 6M | +48.7% | +2.7% | +45.9% | +31.0% |
| YTD | -12.1% | +102.3% | -114.4% | -44.2% |
| 1Y | +14.5% | +182.1% | -167.6% | -38.7% |
| 3Y | -6.1% | -14.6% | +8.4% | -31.4% |
| 5Y | -27.3% | -55.9% | +28.6% | -43.6% |
| All | +153.0% | -4.2% | +157.2% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling