+51.8%
FTNT vs MPC
+122.9%
-71.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.1% | +9.1% | +2.1% |
| 7D | -25.7% | -10.9% | -14.8% | -24.5% |
| 30D | -29.7% | -9.4% | -20.3% | -28.9% |
| 3M | -23.1% | +26.0% | -49.1% | -26.5% |
| 6M | +45.0% | +56.5% | -11.5% | +34.2% |
| YTD | +62.9% | +144.3% | -81.3% | +50.2% |
| 1Y | +51.8% | +117.2% | -65.4% | +39.0% |
| All | +51.8% | +122.9% | -71.1% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling