+830.9%
MPC vs FSLY
-4.2%
+835.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.5% |
| 7D | +5.4% | -10.6% | +16.1% | +6.1% |
| 30D | +31.0% | -20.9% | +51.9% | +32.4% |
| 3M | +46.0% | +3.4% | +42.6% | +45.1% |
| 6M | +77.3% | +2.7% | +74.6% | +73.6% |
| YTD | +141.9% | +102.3% | +39.6% | +123.9% |
| 1Y | +120.9% | +182.1% | -61.1% | +97.9% |
| 3Y | +182.7% | -14.6% | +197.2% | +164.9% |
| 5Y | +646.4% | -55.9% | +702.3% | +598.3% |
| All | +830.9% | -4.2% | +835.2% | +518.1% |
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