+51.8%
FTNT vs MDT
+20.2%
+31.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.1% | -5.1% | +2.7% |
| 7D | -25.7% | +10.7% | -36.4% | -23.3% |
| 30D | -29.7% | +19.3% | -49.0% | -26.5% |
| 3M | -23.1% | +22.8% | -45.9% | -19.1% |
| 6M | +45.0% | +36.4% | +8.6% | +55.5% |
| YTD | +62.9% | +12.1% | +50.9% | +68.9% |
| 1Y | +51.8% | +19.9% | +31.9% | +54.9% |
| All | +51.8% | +20.2% | +31.6% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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