+117.2%
MPC vs FSLY
+161.0%
-43.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.2% | -7.9% | -8.1% |
| 7D | -10.9% | -22.2% | +11.3% | -10.8% |
| 30D | -9.4% | -19.1% | +9.7% | -9.4% |
| 3M | +26.0% | -15.7% | +41.6% | +25.8% |
| 6M | +56.5% | -23.5% | +80.0% | +56.2% |
| YTD | +144.3% | +106.6% | +37.6% | +156.5% |
| 1Y | +117.2% | +164.3% | -47.0% | +120.5% |
| All | +117.2% | +161.0% | -43.7% | +120.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling