+315.9%
FTNT vs MP
+257.7%
+58.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.9% | -7.9% | -3.5% |
| 7D | -12.7% | -10.5% | -2.2% | -11.7% |
| 30D | -37.2% | -23.5% | -13.7% | -35.6% |
| 3M | -25.8% | -25.4% | -0.3% | -23.8% |
| 6M | +32.1% | -51.3% | +83.4% | +40.6% |
| YTD | +49.7% | -29.9% | +79.6% | +51.8% |
| 1Y | +47.6% | -31.8% | +79.4% | +49.6% |
| 3Y | +137.2% | +127.0% | +10.2% | +85.8% |
| 5Y | +74.2% | -3.3% | +77.4% | +55.3% |
| All | +315.9% | +257.7% | +58.2% | +254.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling