+162.8%
FTNT vs MTCH
-73.3%
+236.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -2.2% |
| 7D | -0.1% | +1.3% | -1.4% | -0.5% |
| 30D | -3.0% | +15.9% | -18.8% | -7.7% |
| 3M | +7.6% | +23.3% | -15.7% | +0.1% |
| 6M | +87.0% | +40.1% | +46.8% | +65.7% |
| YTD | +96.5% | +33.6% | +62.9% | +76.5% |
| 1Y | +92.9% | +14.1% | +78.9% | +82.1% |
| 3Y | +139.8% | +1.4% | +138.4% | +126.6% |
| All | +162.8% | -73.3% | +236.1% | +301.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling