+9,374.7%
FTNT vs MKC
+306.5%
+9,068.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -2.7% | -4.3% | +1.6% | -1.3% |
| 30D | -1.4% | -2.0% | +0.6% | -0.9% |
| 3M | +10.1% | +10.0% | +0.1% | +6.0% |
| 6M | +88.2% | -18.5% | +106.7% | +99.8% |
| YTD | +98.3% | -22.4% | +120.7% | +112.9% |
| 1Y | +96.0% | -23.6% | +119.6% | +110.7% |
| 3Y | +145.8% | -30.4% | +176.2% | +167.6% |
| 5Y | +154.6% | -34.2% | +188.8% | +177.2% |
| 10Y | +2,063.6% | +26.8% | +2,036.8% | +1,466.4% |
| All | +9,374.7% | +306.5% | +9,068.2% | +2,440.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling