+104.5%
FTNT vs MDLZ
+3.3%
+101.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | -0.1% |
| 7D | -5.8% | -1.7% | -4.1% | -6.4% |
| 30D | -4.8% | -2.1% | -2.7% | -5.4% |
| 3M | +4.4% | +1.3% | +3.1% | +5.3% |
| 6M | +88.8% | +6.2% | +82.6% | +92.2% |
| YTD | +96.8% | +15.8% | +81.0% | +104.6% |
| 1Y | +104.5% | +4.1% | +100.3% | +110.8% |
| All | +104.5% | +3.3% | +101.2% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 1y: compounded portfolio wealth divided by compounded MDLZ 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…
1y analysis · Full analysis span regression · 6 months rolling