+9,303.7%
FTNT vs MDT
+255.3%
+9,048.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.6% |
| 7D | -5.8% | +3.2% | -9.1% | -7.3% |
| 30D | -4.8% | +9.5% | -14.3% | -9.0% |
| 3M | +4.4% | +16.0% | -11.6% | -3.5% |
| 6M | +88.8% | +0.2% | +88.6% | +86.1% |
| YTD | +96.8% | -0.3% | +97.1% | +93.8% |
| 1Y | +104.5% | +4.7% | +99.7% | +95.5% |
| 3Y | +156.8% | +26.5% | +130.2% | +116.8% |
| 5Y | +144.1% | -18.2% | +162.2% | +158.0% |
| 10Y | +2,021.8% | +40.0% | +1,981.8% | +1,508.2% |
| All | +9,303.7% | +255.3% | +9,048.4% | +4,416.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling