+9,303.7%
FTNT vs MMM
+323.1%
+8,980.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -5.8% | -3.3% | -2.5% | -4.5% |
| 30D | -4.8% | -7.0% | +2.2% | -1.9% |
| 3M | +4.4% | +10.8% | -6.4% | -0.5% |
| 6M | +88.8% | +5.8% | +83.0% | +82.2% |
| YTD | +96.8% | +6.8% | +90.0% | +88.4% |
| 1Y | +104.5% | +10.4% | +94.1% | +92.0% |
| 3Y | +156.8% | +104.7% | +52.1% | +73.7% |
| 5Y | +144.1% | +23.6% | +120.5% | +111.0% |
| 10Y | +2,021.8% | +54.1% | +1,967.7% | +1,347.3% |
| All | +9,303.7% | +323.1% | +8,980.7% | +2,917.1% |
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