+1,436.2%
FTNT vs MDB
+906.0%
+530.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.5% |
| 7D | -3.5% | -1.0% | -2.5% | -3.3% |
| 30D | -36.5% | -14.0% | -22.6% | -33.6% |
| 3M | -24.7% | -20.3% | -4.4% | -20.5% |
| 6M | +8.3% | +10.9% | -2.5% | +2.3% |
| YTD | +55.6% | -20.9% | +76.5% | +59.3% |
| 1Y | +50.2% | -11.2% | +61.4% | +47.1% |
| 3Y | +143.2% | -11.9% | +155.1% | +115.7% |
| 5Y | +85.5% | -40.2% | +125.6% | +64.4% |
| All | +1,436.2% | +906.0% | +530.2% | +467.6% |
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