+9,303.7%
FTNT vs MLM
+597.9%
+8,705.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.5% |
| 7D | -5.8% | -2.9% | -2.9% | -4.9% |
| 30D | -4.8% | -6.8% | +2.0% | -2.5% |
| 3M | +4.4% | -11.2% | +15.7% | +8.1% |
| 6M | +88.8% | -21.8% | +110.6% | +103.3% |
| YTD | +96.8% | -17.0% | +113.8% | +106.1% |
| 1Y | +104.5% | -16.4% | +120.8% | +113.1% |
| 3Y | +156.8% | +14.5% | +142.3% | +133.0% |
| 5Y | +144.1% | +41.7% | +102.3% | +103.7% |
| 10Y | +2,021.8% | +200.0% | +1,821.7% | +1,144.5% |
| All | +9,303.7% | +597.9% | +8,705.9% | +3,613.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling