+28.2%
MDT vs FSLY
+5.6%
+22.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | +7.5% | -9.1% | -1.9% |
| 30D | +1.0% | -21.1% | +22.1% | +1.8% |
| 3M | +15.2% | +21.8% | -6.6% | +13.8% |
| 6M | +3.7% | -0.1% | +3.8% | +2.0% |
| YTD | -3.0% | +123.1% | -126.1% | -9.3% |
| 1Y | +2.5% | +208.6% | -206.1% | -6.4% |
| 3Y | +26.5% | -1.3% | +27.7% | +19.6% |
| 5Y | -18.3% | -48.4% | +30.1% | -23.3% |
| All | +28.2% | +5.6% | +22.6% | -3.7% |
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