+9,359.7%
FTNT vs MDY
+546.3%
+8,813.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.8% |
| 7D | +1.7% | -0.8% | +2.5% | +2.5% |
| 30D | -4.3% | -3.9% | -0.4% | -0.7% |
| 3M | +13.6% | 0.0% | +13.7% | +13.6% |
| 6M | +87.6% | +8.5% | +79.0% | +72.4% |
| YTD | +98.0% | +13.2% | +84.8% | +74.4% |
| 1Y | +96.9% | +15.0% | +81.9% | +70.7% |
| 3Y | +145.4% | +49.6% | +95.8% | +62.7% |
| 5Y | +153.0% | +46.0% | +107.0% | +74.8% |
| 10Y | +2,098.3% | +176.4% | +1,921.9% | +677.7% |
| All | +9,359.7% | +546.3% | +8,813.4% | +1,413.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling