+141.0%
FTNT vs MMM
+166.3%
-25.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.8% |
| 7D | -3.0% | +5.8% | -8.7% | -3.5% |
| 30D | -37.1% | +17.9% | -55.0% | -38.4% |
| 3M | -23.3% | +3.6% | -26.9% | -23.5% |
| 6M | +7.4% | +32.9% | -25.5% | +2.8% |
| YTD | +54.2% | +19.5% | +34.7% | +50.0% |
| 1Y | +49.7% | +16.5% | +33.2% | +46.4% |
| All | +141.0% | +166.3% | -25.3% | +142.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling