+2,072.5%
FTNT vs MDY
+177.2%
+1,895.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.4% |
| 7D | -0.1% | -1.9% | +1.7% | +1.4% |
| 30D | -3.0% | -4.6% | +1.7% | +1.1% |
| 3M | +7.6% | -1.2% | +8.8% | +8.6% |
| 6M | +87.0% | +9.2% | +77.7% | +72.0% |
| YTD | +96.5% | +13.1% | +83.5% | +75.0% |
| 1Y | +92.9% | +13.0% | +79.9% | +71.7% |
| 3Y | +139.8% | +49.2% | +90.6% | +64.6% |
| 5Y | +151.3% | +47.2% | +104.1% | +77.5% |
| All | +2,072.5% | +177.2% | +1,895.3% | +815.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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