+155.8%
FTNT vs MDY
+43.9%
+111.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.9% |
| 7D | +1.6% | -2.5% | +4.1% | +4.0% |
| 30D | -1.9% | -5.0% | +3.2% | +3.0% |
| 3M | +14.4% | +0.5% | +13.9% | +13.8% |
| 6M | +88.7% | +8.0% | +80.7% | +73.7% |
| YTD | +100.0% | +12.2% | +87.9% | +76.9% |
| 1Y | +99.9% | +14.0% | +85.9% | +73.6% |
| 3Y | +147.9% | +48.2% | +99.8% | +59.0% |
| 5Y | +155.8% | +46.1% | +109.7% | +73.0% |
| All | +155.8% | +43.9% | +111.9% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling