+1,874.8%
FTNT vs MDB
+1,032.9%
+841.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | -0.3% |
| 7D | +1.6% | -2.8% | +4.3% | +2.4% |
| 30D | -1.9% | -14.9% | +13.0% | +2.7% |
| 3M | +14.4% | +7.3% | +7.0% | +10.9% |
| 6M | +88.7% | +38.2% | +50.5% | +68.4% |
| YTD | +100.0% | -10.9% | +111.0% | +99.5% |
| 1Y | +99.9% | +11.6% | +88.2% | +84.2% |
| 3Y | +147.9% | -0.9% | +148.8% | +112.7% |
| 5Y | +155.8% | -23.5% | +179.3% | +111.5% |
| All | +1,874.8% | +1,032.9% | +841.8% | +610.8% |
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