+40.4%
MXL vs FSLY
-47.3%
+87.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.0% | +5.6% | +7.1% |
| 7D | +18.9% | +12.5% | +6.4% | +16.0% |
| 30D | +0.3% | -18.8% | +19.1% | +4.9% |
| 3M | -8.0% | +22.7% | -30.7% | -13.3% |
| 6M | +341.2% | -3.7% | +344.9% | +310.2% |
| YTD | +327.8% | +127.5% | +200.3% | +201.0% |
| 1Y | +364.9% | +193.5% | +171.4% | +195.7% |
| 3Y | +229.2% | -1.3% | +230.5% | +151.7% |
| All | +40.4% | -47.3% | +87.7% | +12.2% |
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