+618.0%
MRVL vs FSLY
-22.7%
+640.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.3% | -1.4% | -3.9% |
| 7D | +11.0% | +4.9% | +6.2% | +10.0% |
| 30D | -36.1% | -33.5% | -2.6% | -29.9% |
| 3M | -29.4% | -44.6% | +15.2% | -21.0% |
| 6M | -11.9% | -9.2% | -2.6% | -11.5% |
| YTD | +84.8% | +63.3% | +21.5% | +45.3% |
| 1Y | +79.4% | +45.3% | +34.1% | +44.5% |
| 3Y | +195.7% | +3.7% | +192.0% | +128.9% |
| 5Y | +117.2% | -67.2% | +184.3% | +86.5% |
| All | +618.0% | -22.7% | +640.6% | +364.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling