+2,072.5%
FTNT vs MCK
+442.8%
+1,629.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | -0.1% | -2.9% | +2.8% | +0.5% |
| 30D | -3.0% | +0.4% | -3.4% | -3.2% |
| 3M | +7.6% | +12.1% | -4.5% | +3.9% |
| 6M | +87.0% | -5.4% | +92.4% | +88.3% |
| YTD | +96.5% | +7.8% | +88.8% | +89.7% |
| 1Y | +92.9% | +22.9% | +70.0% | +78.5% |
| 3Y | +139.8% | +110.7% | +29.1% | +89.2% |
| 5Y | +151.3% | +346.2% | -194.8% | +59.2% |
| All | +2,072.5% | +442.8% | +1,629.6% | +1,127.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling