+50.2%
FTNT vs MLM
-12.9%
+63.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.8% |
| 7D | -3.5% | -2.9% | -0.7% | -4.3% |
| 30D | -36.5% | +10.4% | -47.0% | -34.8% |
| 3M | -24.7% | -3.7% | -21.0% | -24.1% |
| 6M | +8.3% | -10.3% | +18.6% | +8.3% |
| YTD | +55.6% | -14.8% | +70.4% | +51.4% |
| 1Y | +50.2% | -13.9% | +64.1% | +46.2% |
| All | +50.2% | -12.9% | +63.1% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling