+27.0%
MMM vs FSLY
-54.2%
+81.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -0.9% |
| 7D | -1.6% | +3.5% | -5.1% | -1.8% |
| 30D | -8.0% | -6.4% | -1.6% | -7.9% |
| 3M | +9.4% | +10.9% | -1.5% | +8.0% |
| 6M | +10.2% | +6.7% | +3.5% | +6.9% |
| YTD | +6.1% | +111.1% | -105.0% | -4.3% |
| 1Y | +10.8% | +185.8% | -175.0% | -3.8% |
| 3Y | +104.8% | -6.6% | +111.3% | +85.9% |
| 5Y | +27.0% | -52.4% | +79.4% | +9.3% |
| All | +27.0% | -54.2% | +81.3% | +9.3% |
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