+2,198.6%
FTNT vs MPC
+2,849.2%
-650.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.7% |
| 7D | -12.7% | -16.2% | +3.5% | -8.6% |
| 30D | -37.2% | -15.7% | -21.5% | -34.5% |
| 3M | -25.8% | +24.9% | -50.7% | -30.5% |
| 6M | +32.1% | +52.7% | -20.5% | +17.1% |
| YTD | +49.7% | +131.9% | -82.2% | +18.0% |
| 1Y | +47.6% | +96.6% | -49.1% | +21.4% |
| 3Y | +137.2% | +163.8% | -26.6% | +76.4% |
| 5Y | +74.2% | +533.1% | -459.0% | +0.7% |
| 10Y | +1,824.2% | +1,118.6% | +705.6% | +733.4% |
| All | +2,198.6% | +2,849.2% | -650.6% | +493.4% |
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