+154.7%
FTNT vs MLM
+18.0%
+136.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.4% | +3.7% |
| 7D | -1.0% | -5.8% | +4.8% | -0.6% |
| 30D | -33.6% | +9.8% | -43.4% | -34.4% |
| 3M | -20.9% | -5.2% | -15.7% | -20.1% |
| 6M | +11.0% | -10.3% | +21.2% | +12.7% |
| YTD | +61.3% | -15.5% | +76.8% | +64.0% |
| 1Y | +53.1% | -15.0% | +68.2% | +55.3% |
| All | +154.7% | +18.0% | +136.6% | +113.7% |
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 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