+106.6%
MMM vs FSLY
-11.3%
+117.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.7% | +0.3% |
| 7D | -3.3% | -10.6% | +7.3% | -2.8% |
| 30D | -7.0% | -20.9% | +13.9% | -6.1% |
| 3M | +10.8% | +3.4% | +7.4% | +10.1% |
| 6M | +5.8% | +2.7% | +3.0% | +3.2% |
| YTD | +6.8% | +102.3% | -95.5% | -2.3% |
| 1Y | +10.4% | +182.1% | -171.7% | -3.5% |
| All | +106.6% | -11.3% | +117.9% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling