+642.2%
MPC vs FSLY
-55.9%
+698.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.4% |
| 7D | +5.4% | -10.6% | +16.1% | +6.0% |
| 30D | +31.0% | -20.9% | +51.9% | +32.2% |
| 3M | +46.0% | +3.4% | +42.6% | +45.3% |
| 6M | +77.3% | +2.7% | +74.6% | +74.3% |
| YTD | +141.9% | +102.3% | +39.6% | +127.5% |
| 1Y | +120.9% | +182.1% | -61.1% | +101.4% |
| 3Y | +182.7% | -14.6% | +197.2% | +166.8% |
| All | +642.2% | -55.9% | +698.1% | +592.5% |
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