+101.7%
MPC vs FSLY
+38.2%
+63.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.1% |
| 7D | -8.8% | -22.9% | +14.1% | -8.7% |
| 30D | -14.4% | -44.6% | +30.2% | -14.4% |
| 3M | +21.9% | -41.5% | +63.4% | +22.1% |
| 6M | +60.1% | -20.8% | +80.9% | +60.2% |
| YTD | +142.3% | +59.5% | +82.8% | +161.2% |
| 1Y | +101.7% | +36.1% | +65.6% | +119.0% |
| All | +101.7% | +38.2% | +63.5% | +119.0% |
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