+152.4%
FTNT vs MP
+154.2%
-1.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | -5.8% | -2.9% | -3.0% | -5.8% |
| 30D | -4.8% | +13.8% | -18.6% | -5.1% |
| 3M | +4.4% | -16.7% | +21.1% | +4.7% |
| 6M | +88.8% | -11.5% | +100.3% | +88.6% |
| YTD | +96.8% | +7.9% | +88.9% | +95.5% |
| 1Y | +104.5% | -15.0% | +119.5% | +103.6% |
| All | +152.4% | +154.2% | -1.8% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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