+53.9%
MDLZ vs FSLY
-24.5%
+78.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | +0.1% |
| 7D | +2.2% | -22.9% | +25.1% | +2.6% |
| 30D | +10.1% | -44.6% | +54.7% | +11.3% |
| 3M | +9.1% | -41.5% | +50.6% | +9.9% |
| 6M | +10.0% | -20.8% | +30.8% | +9.7% |
| YTD | +26.8% | +59.5% | -32.7% | +22.0% |
| 1Y | +22.5% | +36.1% | -13.6% | +18.4% |
| 3Y | +5.3% | -1.0% | +6.3% | +1.0% |
| 5Y | +21.4% | -66.9% | +88.4% | +18.0% |
| All | +53.9% | -24.5% | +78.4% | +23.0% |
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