+2,923.0%
FTNT vs MPC
+2,977.1%
-54.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | -5.8% | +5.4% | -11.3% | -7.2% |
| 30D | -4.8% | +31.0% | -35.7% | -11.5% |
| 3M | +4.4% | +46.0% | -41.6% | -5.8% |
| 6M | +88.8% | +77.3% | +11.5% | +61.1% |
| YTD | +96.8% | +141.9% | -45.1% | +54.3% |
| 1Y | +104.5% | +120.9% | -16.5% | +63.6% |
| 3Y | +156.8% | +182.7% | -25.9% | +88.4% |
| 5Y | +144.1% | +646.4% | -502.4% | +35.5% |
| 10Y | +2,021.8% | +1,138.7% | +883.0% | +819.3% |
| All | +2,923.0% | +2,977.1% | -54.1% | +675.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling