+89.8%
FTNT vs MLM
+25.7%
+64.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | +7.1% | -0.9% | +7.9% | +7.4% |
| 30D | -30.9% | +9.0% | -39.9% | -33.8% |
| 3M | -23.1% | -5.6% | -17.5% | -22.1% |
| 6M | +8.1% | -10.7% | +18.8% | +11.0% |
| YTD | +60.2% | -17.2% | +77.4% | +67.4% |
| 1Y | +57.0% | -14.2% | +71.2% | +60.6% |
| 3Y | +152.9% | +15.6% | +137.3% | +105.1% |
| All | +89.8% | +25.7% | +64.1% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling