+601.0%
MPC vs FSLY
-67.3%
+668.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.8% | +0.6% |
| 7D | +11.2% | +4.9% | +6.4% | +11.0% |
| 30D | -14.5% | -33.5% | +19.0% | -13.1% |
| 3M | +16.7% | -44.6% | +61.3% | +19.1% |
| 6M | +67.6% | -9.2% | +76.8% | +66.3% |
| YTD | +157.9% | +63.3% | +94.7% | +143.4% |
| 1Y | +116.7% | +45.3% | +71.4% | +105.9% |
| 3Y | +199.8% | +3.7% | +196.0% | +176.9% |
| All | +601.0% | -67.3% | +668.3% | +551.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling