+57.0%
FTNT vs MDT
+11.9%
+45.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.6% | -1.3% |
| 7D | +7.1% | +1.0% | +6.0% | +7.4% |
| 30D | -30.9% | +9.2% | -40.0% | -28.8% |
| 3M | -23.1% | +14.5% | -37.6% | -20.0% |
| 6M | +8.1% | +37.3% | -29.2% | +16.8% |
| YTD | +60.2% | +9.8% | +50.4% | +64.6% |
| 1Y | +57.0% | +10.5% | +46.5% | +61.6% |
| All | +57.0% | +11.9% | +45.1% | +61.6% |
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