+152.9%
FTNT vs MPC
+203.2%
-50.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +7.1% | +11.2% | -4.2% | +4.6% |
| 30D | -30.9% | -14.5% | -16.4% | -28.7% |
| 3M | -23.1% | +16.7% | -39.8% | -26.2% |
| 6M | +8.1% | +67.6% | -59.5% | -4.9% |
| YTD | +60.2% | +157.9% | -97.7% | +26.6% |
| 1Y | +57.0% | +116.7% | -59.7% | +29.4% |
| 3Y | +152.9% | +199.8% | -46.8% | +84.9% |
| All | +152.9% | +203.2% | -50.3% | +84.9% |
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