+7,050.4%
FTNT vs MLM
+602.4%
+6,448.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.4% |
| 7D | -12.7% | -4.1% | -8.5% | -11.4% |
| 30D | -37.2% | +8.2% | -45.4% | -39.4% |
| 3M | -25.8% | -3.6% | -22.2% | -25.6% |
| 6M | +32.1% | -15.6% | +47.7% | +37.6% |
| YTD | +49.7% | -16.4% | +66.1% | +55.0% |
| 1Y | +47.6% | -14.3% | +61.9% | +51.3% |
| 3Y | +137.2% | +19.3% | +117.9% | +110.7% |
| 5Y | +74.2% | +29.6% | +44.6% | +48.9% |
| 10Y | +1,824.2% | +189.9% | +1,634.3% | +1,036.2% |
| All | +7,050.4% | +602.4% | +6,448.0% | +2,693.7% |
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 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