-15.4%
MDLN vs FSLY
+111.3%
-126.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.4% | -9.6% | -5.2% |
| 7D | -1.2% | +3.5% | -4.7% | -1.2% |
| 30D | -1.5% | -6.4% | +4.9% | -1.4% |
| 3M | +2.6% | +10.9% | -8.3% | +3.0% |
| 6M | -20.9% | +6.7% | -27.6% | -20.0% |
| YTD | -17.4% | +111.1% | -128.5% | -14.9% |
| All | -15.4% | +111.3% | -126.7% | -12.8% |
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