+51.8%
FTNT vs MCO
+9.9%
+41.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | +0.4% |
| 7D | -25.7% | +10.7% | -36.4% | -26.8% |
| 30D | -29.7% | +17.9% | -47.6% | -31.9% |
| 3M | -23.1% | +9.5% | -32.6% | -24.3% |
| 6M | +45.0% | +18.1% | +26.9% | +39.3% |
| YTD | +62.9% | +4.1% | +58.8% | +61.4% |
| 1Y | +51.8% | +9.3% | +42.5% | +45.8% |
| All | +51.8% | +9.9% | +41.9% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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