+2,098.3%
FTNT vs MMM
+51.9%
+2,046.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.4% |
| 7D | +1.7% | -2.6% | +4.3% | +2.5% |
| 30D | -4.3% | -9.3% | +5.0% | -1.3% |
| 3M | +13.6% | +5.6% | +8.0% | +11.3% |
| 6M | +87.6% | +9.5% | +78.1% | +80.8% |
| YTD | +98.0% | +4.1% | +93.9% | +93.3% |
| 1Y | +96.9% | +9.4% | +87.5% | +88.5% |
| 3Y | +145.4% | +101.0% | +44.4% | +85.7% |
| 5Y | +153.0% | +26.1% | +126.9% | +127.8% |
| 10Y | +2,098.3% | +54.7% | +2,043.5% | +1,593.3% |
| All | +2,098.3% | +51.9% | +2,046.3% | +1,593.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling