+7,271.2%
FTNT vs MPWR
+5,848.0%
+1,423.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -10.3% | +5.0% | -1.6% |
| 7D | -11.9% | -5.6% | -6.3% | -10.4% |
| 30D | -35.9% | -23.2% | -12.7% | -29.9% |
| 3M | -25.4% | -15.8% | -9.6% | -21.9% |
| 6M | +36.2% | -28.5% | +64.8% | +47.4% |
| YTD | +54.3% | +25.5% | +28.8% | +31.0% |
| 1Y | +42.5% | +13.9% | +28.6% | +25.4% |
| 3Y | +142.7% | +134.6% | +8.1% | +36.3% |
| 5Y | +79.5% | +114.8% | -35.3% | -4.0% |
| 10Y | +1,883.6% | +1,499.3% | +384.4% | +293.1% |
| All | +7,271.2% | +5,848.0% | +1,423.2% | +630.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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