+51.8%
FTNT vs MCK
+31.3%
+20.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.0% | -6.0% | +2.5% |
| 7D | -25.7% | +11.3% | -37.0% | -23.8% |
| 30D | -29.7% | +16.8% | -46.6% | -27.3% |
| 3M | -23.1% | +28.9% | -52.0% | -18.9% |
| 6M | +45.0% | +32.7% | +12.3% | +53.9% |
| YTD | +62.9% | +30.8% | +32.2% | +74.1% |
| 1Y | +51.8% | +27.6% | +24.3% | +61.2% |
| All | +51.8% | +31.3% | +20.5% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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