+447.0%
FTNT vs MP
+450.8%
-3.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -5.8% | -2.9% | -3.0% | -5.6% |
| 30D | -4.8% | +13.8% | -18.6% | -6.1% |
| 3M | +4.4% | -16.7% | +21.1% | +5.8% |
| 6M | +88.8% | -11.5% | +100.3% | +88.7% |
| YTD | +96.8% | +7.9% | +88.9% | +91.6% |
| 1Y | +104.5% | -15.0% | +119.5% | +101.6% |
| 3Y | +156.8% | +153.5% | +3.3% | +104.0% |
| 5Y | +144.1% | +58.7% | +85.4% | +107.4% |
| All | +447.0% | +450.8% | -3.8% | +347.6% |
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