+1,828.7%
FTNT vs MLM
+167.5%
+1,661.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.6% | +2.2% |
| 7D | -3.0% | -3.8% | +0.9% | -1.7% |
| 30D | -37.1% | +11.0% | -48.1% | -39.7% |
| 3M | -23.3% | -3.1% | -20.2% | -23.1% |
| 6M | +7.4% | -9.8% | +17.2% | +9.4% |
| YTD | +54.2% | -14.4% | +68.6% | +58.4% |
| 1Y | +49.7% | -12.6% | +62.3% | +52.5% |
| 3Y | +146.6% | +19.7% | +126.8% | +118.1% |
| 5Y | +75.4% | +29.8% | +45.7% | +48.1% |
| 10Y | +1,828.7% | +153.5% | +1,675.1% | +1,130.7% |
| All | +1,828.7% | +167.5% | +1,661.2% | +1,130.7% |
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