+2,072.5%
FTNT vs MCO
+393.6%
+1,678.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.8% |
| 7D | -0.1% | -3.8% | +3.6% | +2.3% |
| 30D | -3.0% | -0.4% | -2.6% | -3.0% |
| 3M | +7.6% | +7.7% | -0.1% | +1.4% |
| 6M | +87.0% | +7.0% | +80.0% | +76.6% |
| YTD | +96.5% | -6.4% | +102.9% | +100.3% |
| 1Y | +92.9% | -7.6% | +100.6% | +97.4% |
| 3Y | +139.8% | +43.2% | +96.6% | +76.8% |
| 5Y | +151.3% | +29.6% | +121.8% | +97.7% |
| All | +2,072.5% | +393.6% | +1,678.9% | +684.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling