+155.8%
FTNT vs MTB
+101.1%
+54.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +1.6% | -0.4% | +2.0% | +1.7% |
| 30D | -1.9% | -4.6% | +2.7% | -0.7% |
| 3M | +14.4% | +7.4% | +7.0% | +12.0% |
| 6M | +88.7% | +18.7% | +70.0% | +79.1% |
| YTD | +100.0% | +21.1% | +79.0% | +88.5% |
| 1Y | +99.9% | +24.1% | +75.8% | +86.6% |
| 3Y | +147.9% | +115.3% | +32.6% | +97.5% |
| 5Y | +155.8% | +106.0% | +49.8% | +127.0% |
| All | +155.8% | +101.1% | +54.7% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 5y: compounded portfolio wealth divided by compounded MTB 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…
5y analysis · Full analysis span regression · 6 months rolling