+1,910.4%
FTNT vs MLM
+138.2%
+1,772.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +7.1% | -0.9% | +7.9% | +7.4% |
| 30D | -30.9% | +9.0% | -39.9% | -33.4% |
| 3M | -23.1% | -5.6% | -17.5% | -22.3% |
| 6M | +8.1% | -10.7% | +18.8% | +10.5% |
| YTD | +60.2% | -17.2% | +77.4% | +66.4% |
| 1Y | +57.0% | -14.2% | +71.2% | +60.7% |
| 3Y | +152.9% | +15.6% | +137.3% | +126.2% |
| 5Y | +85.9% | +26.2% | +59.7% | +58.2% |
| All | +1,910.4% | +138.2% | +1,772.2% | +1,192.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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