+152.4%
FTNT vs MPC
+181.4%
-28.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | -5.8% | +5.4% | -11.3% | -7.1% |
| 30D | -4.8% | +31.0% | -35.7% | -11.1% |
| 3M | +4.4% | +46.0% | -41.6% | -5.2% |
| 6M | +88.8% | +77.3% | +11.5% | +62.6% |
| YTD | +96.8% | +141.9% | -45.1% | +56.6% |
| 1Y | +104.5% | +120.9% | -16.5% | +66.0% |
| All | +152.4% | +181.4% | -28.9% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling