+145.8%
FTNT vs MDB
-5.6%
+151.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.2% | +1.6% |
| 7D | -2.7% | -18.0% | +15.3% | +1.8% |
| 30D | -1.4% | -10.7% | +9.4% | +1.1% |
| 3M | +10.1% | +1.0% | +9.1% | +9.3% |
| 6M | +88.2% | +31.6% | +56.6% | +75.6% |
| YTD | +98.3% | -15.2% | +113.5% | +99.3% |
| 1Y | +96.0% | +10.1% | +85.8% | +85.7% |
| 3Y | +145.8% | -5.6% | +151.4% | +130.3% |
| All | +145.8% | -5.6% | +151.4% | +130.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling