+53.7%
MDLZ vs FSLY
-25.7%
+79.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | +0.1% | -22.4% | +22.5% | +0.5% |
| 30D | +10.0% | -45.5% | +55.4% | +11.2% |
| 3M | +7.1% | -30.4% | +37.5% | +7.3% |
| 6M | +9.8% | -22.1% | +31.9% | +9.6% |
| YTD | +26.6% | +57.0% | -30.3% | +21.9% |
| 1Y | +20.3% | +38.2% | -17.9% | +16.2% |
| 3Y | +5.4% | -2.5% | +7.9% | +1.1% |
| 5Y | +22.2% | -68.8% | +91.1% | +19.0% |
| All | +53.7% | -25.7% | +79.4% | +22.9% |
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 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