+653.2%
MRVL vs FSLY
-20.0%
+673.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | +23.1% | +11.8% | +11.4% | +20.3% |
| 30D | -38.8% | -36.5% | -2.3% | -32.2% |
| 3M | -24.2% | -39.7% | +15.5% | -16.7% |
| 6M | 0.0% | -9.7% | +9.7% | +0.4% |
| YTD | +93.8% | +68.9% | +25.0% | +51.2% |
| 1Y | +84.4% | +44.5% | +39.9% | +48.8% |
| 3Y | +203.6% | +4.8% | +198.8% | +134.5% |
| 5Y | +127.8% | -66.0% | +193.9% | +94.2% |
| All | +653.2% | -20.0% | +673.2% | +383.6% |
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