+96.9%
FTNT vs MMM
+8.6%
+88.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.2% |
| 7D | +1.7% | -2.6% | +4.3% | +1.7% |
| 30D | -4.3% | -9.3% | +5.0% | -4.5% |
| 3M | +13.6% | +5.6% | +8.0% | +13.9% |
| 6M | +87.6% | +9.5% | +78.1% | +87.8% |
| YTD | +98.0% | +4.1% | +93.9% | +99.0% |
| 1Y | +96.9% | +9.4% | +87.5% | +93.6% |
| All | +96.9% | +8.6% | +88.3% | +93.6% |
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