+308.2%
MRVL vs FSLY
-7.5%
+315.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.5% | +0.1% |
| 7D | +7.1% | +3.5% | +3.7% | +6.5% |
| 30D | +3.1% | -6.4% | +9.5% | +3.0% |
| 3M | -21.9% | +10.9% | -32.8% | -24.3% |
| 6M | +151.8% | +6.7% | +145.1% | +138.3% |
| YTD | +165.6% | +111.1% | +54.5% | +118.3% |
| 1Y | +242.3% | +185.8% | +56.5% | +155.2% |
| 3Y | +308.2% | -6.6% | +314.7% | +235.4% |
| All | +308.2% | -7.5% | +315.7% | +235.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling