+137.2%
FTNT vs MLM
+18.7%
+118.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.9% |
| 7D | -12.7% | -4.1% | -8.5% | -12.4% |
| 30D | -37.2% | +8.2% | -45.4% | -37.9% |
| 3M | -25.8% | -3.6% | -22.2% | -25.4% |
| 6M | +32.1% | -15.6% | +47.7% | +35.6% |
| YTD | +49.7% | -16.4% | +66.1% | +52.3% |
| 1Y | +47.6% | -14.3% | +61.9% | +48.8% |
| 3Y | +137.2% | +19.3% | +117.9% | +96.0% |
| All | +137.2% | +18.7% | +118.5% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling