+297.0%
MXL vs FSLY
+161.0%
+136.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.2% | -11.0% | -11.1% |
| 7D | -24.3% | -22.2% | -2.2% | -23.2% |
| 30D | -46.1% | -19.1% | -27.0% | -45.4% |
| 3M | -21.8% | -15.7% | -6.1% | -20.8% |
| 6M | -27.2% | -23.5% | -3.7% | -26.7% |
| YTD | +226.2% | +106.6% | +119.5% | +228.3% |
| 1Y | +297.0% | +164.3% | +132.7% | +294.4% |
| All | +297.0% | +161.0% | +136.0% | +294.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling