+7,694.2%
FTNT vs MMM
+367.4%
+7,326.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.7% |
| 7D | +5.7% | -0.8% | +6.6% | +6.1% |
| 30D | -32.1% | +14.4% | -46.5% | -36.1% |
| 3M | -19.5% | +1.8% | -21.2% | -20.7% |
| 6M | +13.8% | +31.3% | -17.5% | 0.0% |
| YTD | +63.1% | +18.0% | +45.2% | +48.6% |
| 1Y | +57.7% | +10.9% | +46.8% | +47.6% |
| 3Y | +154.9% | +160.6% | -5.7% | +53.1% |
| 5Y | +89.3% | +44.5% | +44.8% | +51.2% |
| 10Y | +1,933.0% | +75.9% | +1,857.1% | +1,190.8% |
| All | +7,694.2% | +367.4% | +7,326.8% | +2,280.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling