+144.1%
FTNT vs MDT
+25.9%
+118.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +1.6% | -1.6% | +3.2% | +1.6% |
| 30D | -1.9% | +1.0% | -2.9% | -1.9% |
| 3M | +14.4% | +15.2% | -0.8% | +13.2% |
| 6M | +88.7% | +3.7% | +85.0% | +89.3% |
| YTD | +100.0% | -3.0% | +103.0% | +102.2% |
| 1Y | +99.9% | +2.5% | +97.4% | +99.5% |
| All | +144.1% | +25.9% | +118.2% | +136.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling