+134.1%
MRVL vs FSLY
-65.4%
+199.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +6.3% | +3.1% | +7.8% |
| 7D | +5.6% | -17.9% | +23.6% | +10.8% |
| 30D | -36.5% | -34.7% | -1.8% | -29.5% |
| 3M | -20.5% | -40.0% | +19.6% | -11.8% |
| 6M | -1.1% | -11.8% | +10.7% | -0.3% |
| YTD | +99.0% | +69.5% | +29.4% | +50.0% |
| 1Y | +89.3% | +44.0% | +45.3% | +49.0% |
| 3Y | +211.6% | +5.2% | +206.4% | +129.4% |
| 5Y | +134.1% | -65.6% | +199.6% | +89.1% |
| All | +134.1% | -65.4% | +199.4% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling