+59.9%
FTNT vs MMM
+11.3%
+48.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +0.9% |
| 7D | +5.7% | -0.8% | +6.6% | +5.6% |
| 30D | -32.1% | +14.4% | -46.5% | -30.2% |
| 3M | -19.5% | +1.8% | -21.2% | -18.1% |
| 6M | +13.8% | +31.3% | -17.5% | +18.0% |
| YTD | +63.1% | +18.0% | +45.2% | +69.2% |
| All | +59.9% | +11.3% | +48.6% | +67.9% |
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