+833.3%
MPC vs FSLY
-25.7%
+859.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.6% |
| 7D | -9.4% | -22.4% | +13.0% | -8.2% |
| 30D | -14.3% | -45.5% | +31.1% | -11.7% |
| 3M | +31.1% | -30.4% | +61.5% | +32.4% |
| 6M | +60.3% | -22.1% | +82.4% | +60.3% |
| YTD | +142.5% | +57.0% | +85.5% | +125.8% |
| 1Y | +104.6% | +38.2% | +66.3% | +92.0% |
| 3Y | +191.7% | -2.5% | +194.2% | +168.2% |
| 5Y | +549.2% | -68.8% | +618.1% | +517.1% |
| All | +833.3% | -25.7% | +859.0% | +523.3% |
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 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