-19.5%
MDT vs FSLY
-49.3%
+29.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -0.7% |
| 7D | -0.3% | +11.2% | -11.5% | -0.7% |
| 30D | +2.8% | -18.2% | +20.9% | +3.3% |
| 3M | +13.1% | +21.9% | -8.8% | +12.0% |
| 6M | +2.3% | +4.0% | -1.7% | +0.7% |
| YTD | -2.7% | +123.1% | -125.8% | -8.2% |
| 1Y | +0.9% | +196.9% | -196.0% | -6.7% |
| 3Y | +26.8% | -1.3% | +28.1% | +21.3% |
| 5Y | -19.5% | -50.2% | +30.8% | -25.1% |
| All | -19.5% | -49.3% | +29.9% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling