+51.0%
MMM vs FSLY
+5.6%
+45.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.7% | -7.5% | -2.1% |
| 7D | -2.6% | +11.2% | -13.7% | -3.1% |
| 30D | -9.3% | -18.2% | +8.9% | -8.5% |
| 3M | +5.6% | +21.9% | -16.3% | +4.0% |
| 6M | +9.5% | +4.0% | +5.4% | +7.2% |
| YTD | +4.1% | +123.1% | -119.0% | -3.7% |
| 1Y | +9.4% | +196.9% | -187.5% | -1.2% |
| 3Y | +101.0% | -1.3% | +102.2% | +86.4% |
| 5Y | +26.1% | -50.2% | +76.3% | +14.5% |
| All | +51.0% | +5.6% | +45.3% | +19.1% |
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 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