+51.8%
FTNT vs MDB
-8.5%
+60.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.6% |
| 7D | -25.7% | -16.5% | -9.1% | -21.5% |
| 30D | -29.7% | -8.6% | -21.1% | -27.8% |
| 3M | -23.1% | -13.6% | -9.5% | -20.7% |
| 6M | +45.0% | +24.1% | +20.9% | +35.5% |
| YTD | +62.9% | -21.8% | +84.7% | +59.3% |
| 1Y | +51.8% | -7.7% | +59.5% | +46.3% |
| All | +51.8% | -8.5% | +60.3% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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