+3.2%
MDLZ vs FSLY
+205.2%
-202.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.7% | -4.4% | +1.3% |
| 7D | 0.0% | +11.2% | -11.2% | +0.1% |
| 30D | +1.4% | -18.2% | +19.6% | +1.2% |
| 3M | 0.0% | +21.9% | -21.9% | +0.3% |
| 6M | +9.1% | +4.0% | +5.1% | +9.5% |
| YTD | +17.9% | +123.1% | -105.1% | +18.1% |
| 1Y | +3.2% | +196.9% | -193.6% | +4.5% |
| All | +3.2% | +205.2% | -202.0% | +4.5% |
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