+152.9%
FTNT vs MAR
+120.6%
+32.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +7.1% | +1.6% | +5.4% | +6.5% |
| 30D | -30.9% | +13.8% | -44.7% | -33.8% |
| 3M | -23.1% | +20.3% | -43.4% | -27.9% |
| 6M | +8.1% | +21.3% | -13.2% | 0.0% |
| YTD | +60.2% | +37.2% | +23.0% | +37.3% |
| 1Y | +57.0% | +48.4% | +8.6% | +28.3% |
| 3Y | +152.9% | +120.1% | +32.8% | +74.5% |
| All | +152.9% | +120.6% | +32.3% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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