+31.8%
MDT vs FSLY
-4.2%
+36.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.7% | +1.2% |
| 7D | +3.2% | -10.6% | +13.9% | +3.7% |
| 30D | +9.5% | -20.9% | +30.4% | +10.3% |
| 3M | +16.0% | +3.4% | +12.6% | +15.3% |
| 6M | +0.2% | +2.7% | -2.5% | -1.7% |
| YTD | -0.3% | +102.3% | -102.5% | -6.4% |
| 1Y | +4.7% | +182.1% | -177.3% | -4.0% |
| 3Y | +26.5% | -14.6% | +41.1% | +20.5% |
| 5Y | -18.2% | -55.9% | +37.7% | -22.7% |
| All | +31.8% | -4.2% | +36.0% | -0.6% |
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