+163.8%
MPC vs FSLY
-9.9%
+173.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.3% |
| 7D | -16.2% | -31.4% | +15.2% | -15.1% |
| 30D | -15.7% | -37.3% | +21.6% | -14.5% |
| 3M | +24.9% | -30.1% | +55.0% | +25.7% |
| 6M | +52.7% | -49.8% | +102.4% | +54.6% |
| YTD | +131.9% | +55.7% | +76.2% | +122.9% |
| 1Y | +96.6% | +44.5% | +52.2% | +89.9% |
| 3Y | +163.8% | -4.3% | +168.1% | +133.6% |
| All | +163.8% | -9.9% | +173.7% | +133.6% |
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 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