+152.9%
FTNT vs MNST
+68.0%
+85.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.7% | -1.9% |
| 7D | +7.1% | +1.6% | +5.4% | +7.0% |
| 30D | -30.9% | +5.1% | -35.9% | -31.1% |
| 3M | -23.1% | -0.5% | -22.6% | -23.1% |
| 6M | +8.1% | +8.1% | 0.0% | +7.3% |
| YTD | +60.2% | +21.2% | +39.0% | +56.9% |
| 1Y | +57.0% | +30.7% | +26.3% | +52.4% |
| 3Y | +152.9% | +67.3% | +85.6% | +134.8% |
| All | +152.9% | +68.0% | +85.0% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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