+145.8%
FTNT vs MMM
+105.1%
+40.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -2.7% | -1.6% | -1.1% | -2.5% |
| 30D | -1.4% | -8.0% | +6.6% | -0.1% |
| 3M | +10.1% | +9.4% | +0.7% | +8.3% |
| 6M | +88.2% | +10.2% | +78.0% | +84.5% |
| YTD | +98.3% | +6.1% | +92.2% | +95.6% |
| 1Y | +96.0% | +10.8% | +85.2% | +91.1% |
| 3Y | +145.8% | +104.8% | +41.0% | +135.4% |
| All | +145.8% | +105.1% | +40.7% | +135.4% |
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