+792.3%
MPC vs FSLY
-26.3%
+818.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.4% |
| 7D | -16.2% | -31.4% | +15.2% | -14.5% |
| 30D | -15.7% | -37.3% | +21.6% | -13.9% |
| 3M | +24.9% | -30.1% | +55.0% | +26.1% |
| 6M | +52.7% | -49.8% | +102.4% | +55.8% |
| YTD | +131.9% | +55.7% | +76.2% | +115.9% |
| 1Y | +96.6% | +44.5% | +52.2% | +83.9% |
| 3Y | +163.8% | -4.3% | +168.1% | +142.8% |
| 5Y | +533.1% | -68.2% | +601.3% | +500.6% |
| All | +792.3% | -26.3% | +818.5% | +496.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling