+180.6%
MPC vs FSLY
-13.5%
+194.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.4% |
| 7D | +5.4% | -10.6% | +16.1% | +5.9% |
| 30D | +31.0% | -20.9% | +51.9% | +32.0% |
| 3M | +46.0% | +3.4% | +42.6% | +45.4% |
| 6M | +77.3% | +2.7% | +74.6% | +75.2% |
| YTD | +141.9% | +102.3% | +39.6% | +132.3% |
| 1Y | +120.9% | +182.1% | -61.1% | +105.1% |
| All | +180.6% | -13.5% | +194.1% | +152.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling