+1,492.5%
FTNT vs MDB
+924.6%
+567.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.8% | +3.1% |
| 7D | -1.0% | +3.0% | -4.0% | -1.9% |
| 30D | -33.6% | -11.3% | -22.3% | -31.2% |
| 3M | -20.9% | -23.0% | +2.1% | -15.5% |
| 6M | +11.0% | +14.8% | -3.8% | +3.7% |
| YTD | +61.3% | -19.4% | +80.8% | +64.2% |
| 1Y | +53.1% | -9.0% | +62.1% | +48.9% |
| 3Y | +152.1% | -10.3% | +162.4% | +122.4% |
| 5Y | +90.1% | -38.4% | +128.5% | +67.0% |
| All | +1,492.5% | +924.6% | +567.9% | +485.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling