+92.9%
FTNT vs MTCH
+14.2%
+78.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -2.0% |
| 7D | -0.1% | +1.3% | -1.4% | -0.4% |
| 30D | -3.0% | +15.9% | -18.8% | -6.4% |
| 3M | +7.6% | +23.3% | -15.7% | +2.2% |
| 6M | +87.0% | +40.1% | +46.8% | +65.0% |
| YTD | +96.5% | +33.6% | +62.9% | +75.9% |
| 1Y | +92.9% | +14.1% | +78.9% | +79.6% |
| All | +92.9% | +14.2% | +78.8% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 1y: compounded portfolio wealth divided by compounded MTCH 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…
1y analysis · Full analysis span regression · 6 months rolling