+40.5%
MDLZ vs FSLY
-4.2%
+44.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.2% |
| 7D | -1.7% | -10.6% | +8.9% | -1.5% |
| 30D | -2.1% | -20.9% | +18.8% | -1.7% |
| 3M | +1.3% | +3.4% | -2.1% | +1.0% |
| 6M | +6.2% | +2.7% | +3.5% | +5.0% |
| YTD | +15.8% | +102.3% | -86.5% | +11.3% |
| 1Y | +4.1% | +182.1% | -177.9% | -1.4% |
| 3Y | -4.1% | -14.6% | +10.5% | -6.7% |
| 5Y | +13.4% | -55.9% | +69.3% | +9.7% |
| All | +40.5% | -4.2% | +44.8% | +12.2% |
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 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