+2,072.5%
FTNT vs MKC
+29.9%
+2,042.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.8% |
| 7D | -0.1% | -1.5% | +1.3% | +0.2% |
| 30D | -3.0% | -3.1% | +0.1% | -2.4% |
| 3M | +7.6% | +5.2% | +2.4% | +5.9% |
| 6M | +87.0% | -12.8% | +99.8% | +92.0% |
| YTD | +96.5% | -23.3% | +119.8% | +107.8% |
| 1Y | +92.9% | -24.1% | +117.1% | +104.1% |
| 3Y | +139.8% | -32.1% | +172.0% | +158.5% |
| 5Y | +151.3% | -32.8% | +184.1% | +166.8% |
| All | +2,072.5% | +29.9% | +2,042.6% | +1,841.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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