+1,842.9%
FTNT vs MDB
+1,017.4%
+825.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.0% | +1.2% |
| 7D | -5.8% | -17.4% | +11.6% | -0.4% |
| 30D | -4.8% | -2.0% | -2.8% | -4.6% |
| 3M | +4.4% | -3.0% | +7.4% | +4.4% |
| 6M | +88.8% | +48.7% | +40.1% | +64.9% |
| YTD | +96.8% | -12.1% | +109.0% | +97.2% |
| 1Y | +104.5% | +14.5% | +90.0% | +87.1% |
| 3Y | +156.8% | -6.1% | +162.9% | +124.3% |
| 5Y | +144.1% | -27.3% | +171.4% | +105.2% |
| All | +1,842.9% | +1,017.4% | +825.5% | +602.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling