+1,828.7%
FTNT vs MPC
+1,165.8%
+662.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.6% | -1.5% | +2.0% |
| 7D | -3.0% | -9.4% | +6.4% | -0.8% |
| 30D | -37.1% | -14.3% | -22.8% | -34.9% |
| 3M | -23.3% | +31.1% | -54.4% | -28.6% |
| 6M | +7.4% | +60.3% | -52.9% | -4.9% |
| YTD | +54.2% | +142.5% | -88.3% | +22.8% |
| 1Y | +49.7% | +104.6% | -54.8% | +24.1% |
| 3Y | +146.6% | +191.7% | -45.1% | +83.4% |
| 5Y | +75.4% | +549.2% | -473.8% | +6.2% |
| 10Y | +1,828.7% | +1,106.2% | +722.4% | +916.8% |
| All | +1,828.7% | +1,165.8% | +662.9% | +916.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling