+47.6%
FTNT vs MLM
-14.5%
+62.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -3.5% |
| 7D | -12.7% | -4.1% | -8.5% | -13.6% |
| 30D | -37.2% | +8.2% | -45.4% | -35.8% |
| 3M | -25.8% | -3.6% | -22.2% | -25.3% |
| 6M | +32.1% | -15.6% | +47.7% | +30.7% |
| YTD | +49.7% | -16.4% | +66.1% | +44.9% |
| 1Y | +47.6% | -14.3% | +61.9% | +42.3% |
| All | +47.6% | -14.5% | +62.0% | +42.3% |
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