+89.3%
FTNT vs MP
-13.5%
+102.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.8% | +0.9% |
| 7D | +5.7% | +11.0% | -5.3% | +4.6% |
| 30D | -32.1% | -11.7% | -20.4% | -31.3% |
| 3M | -19.5% | -30.8% | +11.3% | -16.6% |
| 6M | +13.8% | -42.9% | +56.7% | +19.4% |
| YTD | +63.1% | -25.9% | +89.0% | +64.4% |
| 1Y | +57.7% | -37.3% | +95.0% | +61.5% |
| 3Y | +154.9% | +150.7% | +4.2% | +83.1% |
| 5Y | +89.3% | -19.3% | +108.6% | +78.2% |
| All | +89.3% | -13.5% | +102.8% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling