+206.1%
MXL vs FSLY
-0.4%
+206.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +16.6% | +7.5% | +9.1% | +15.4% |
| 30D | +0.5% | -21.1% | +21.6% | +4.0% |
| 3M | -3.6% | +21.8% | -25.4% | -7.2% |
| 6M | +328.0% | -0.1% | +328.2% | +304.8% |
| YTD | +297.8% | +123.1% | +174.7% | +212.7% |
| 1Y | +339.4% | +208.6% | +130.9% | +211.1% |
| All | +206.1% | -0.4% | +206.5% | +131.6% |
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 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