+1,910.4%
FTNT vs MDT
+62.9%
+1,847.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.6% | -2.5% |
| 7D | +7.1% | +1.0% | +6.0% | +6.6% |
| 30D | -30.9% | +9.2% | -40.0% | -33.7% |
| 3M | -23.1% | +14.5% | -37.6% | -27.9% |
| 6M | +8.1% | +37.3% | -29.2% | -7.1% |
| YTD | +60.2% | +9.8% | +50.4% | +51.2% |
| 1Y | +57.0% | +10.5% | +46.5% | +47.4% |
| 3Y | +152.9% | +57.4% | +95.5% | +93.2% |
| 5Y | +85.9% | +1.2% | +84.7% | +78.1% |
| All | +1,910.4% | +62.9% | +1,847.5% | +1,385.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling