+1,910.4%
FTNT vs MLM
+140.5%
+1,769.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.4% | +3.9% |
| 7D | -1.0% | -5.8% | +4.8% | +1.0% |
| 30D | -33.6% | +9.8% | -43.4% | -36.2% |
| 3M | -20.9% | -5.2% | -15.7% | -20.1% |
| 6M | +11.0% | -10.3% | +21.2% | +13.3% |
| YTD | +61.3% | -15.5% | +76.8% | +66.4% |
| 1Y | +53.1% | -15.0% | +68.2% | +57.5% |
| 3Y | +152.1% | +17.5% | +134.6% | +124.3% |
| 5Y | +90.1% | +30.5% | +59.6% | +60.1% |
| 10Y | +1,910.4% | +145.5% | +1,764.8% | +1,182.8% |
| All | +1,910.4% | +140.5% | +1,769.8% | +1,182.8% |
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