+123.2%
MPC vs FSLY
+187.7%
-64.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.4% | -2.1% | +2.2% |
| 7D | +3.9% | +3.5% | +0.4% | +3.8% |
| 30D | +33.8% | -6.4% | +40.2% | +33.8% |
| 3M | +49.9% | +10.9% | +39.0% | +49.7% |
| 6M | +80.9% | +6.7% | +74.2% | +82.4% |
| YTD | +147.4% | +111.1% | +36.3% | +157.5% |
| 1Y | +123.2% | +185.8% | -62.6% | +127.6% |
| All | +123.2% | +187.7% | -64.5% | +127.6% |
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