+51.8%
FTNT vs MMM
+22.1%
+29.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.5% | -8.5% | +2.8% |
| 7D | -25.7% | +12.2% | -37.9% | -23.8% |
| 30D | -29.7% | +18.8% | -48.6% | -27.4% |
| 3M | -23.1% | +7.4% | -30.5% | -21.2% |
| 6M | +45.0% | +38.3% | +6.7% | +50.7% |
| YTD | +62.9% | +22.9% | +40.1% | +69.5% |
| 1Y | +51.8% | +23.0% | +28.8% | +54.0% |
| All | +51.8% | +22.1% | +29.8% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 1y: compounded portfolio wealth divided by compounded MMM 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…
1y analysis · Full analysis span regression · 6 months rolling