+155.8%
FTNT vs MDT
-19.9%
+175.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +1.6% | -1.6% | +3.2% | +2.0% |
| 30D | -1.9% | +1.0% | -2.9% | -2.4% |
| 3M | +14.4% | +15.2% | -0.8% | +8.8% |
| 6M | +88.7% | +3.7% | +85.0% | +85.8% |
| YTD | +100.0% | -3.0% | +103.0% | +101.3% |
| 1Y | +99.9% | +2.5% | +97.4% | +95.9% |
| 3Y | +147.9% | +26.5% | +121.5% | +114.3% |
| 5Y | +155.8% | -18.3% | +174.1% | +177.8% |
| All | +155.8% | -19.9% | +175.7% | +177.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling