+9,374.7%
FTNT vs MTB
+514.0%
+8,860.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.9% |
| 7D | -2.7% | +2.8% | -5.5% | -3.5% |
| 30D | -1.4% | -4.2% | +2.8% | -0.1% |
| 3M | +10.1% | +7.8% | +2.3% | +7.4% |
| 6M | +88.2% | +14.8% | +73.4% | +79.4% |
| YTD | +98.3% | +20.8% | +77.5% | +85.7% |
| 1Y | +96.0% | +23.1% | +72.8% | +82.1% |
| 3Y | +145.8% | +114.8% | +31.0% | +89.0% |
| 5Y | +154.6% | +103.3% | +51.4% | +94.5% |
| 10Y | +2,063.6% | +173.0% | +1,890.7% | +1,208.1% |
| All | +9,374.7% | +514.0% | +8,860.7% | +3,909.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling