+9,359.7%
FTNT vs MTCH
+693.5%
+8,666.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.4% |
| 7D | +1.7% | -2.4% | +4.1% | +2.5% |
| 30D | -4.3% | +12.8% | -17.1% | -8.1% |
| 3M | +13.6% | +20.0% | -6.4% | +6.5% |
| 6M | +87.6% | +34.7% | +52.9% | +68.6% |
| YTD | +98.0% | +30.6% | +67.4% | +79.4% |
| 1Y | +96.9% | +10.9% | +86.0% | +87.6% |
| 3Y | +145.4% | -2.0% | +147.4% | +132.5% |
| 5Y | +153.0% | -72.6% | +225.6% | +249.1% |
| 10Y | +2,098.3% | +197.9% | +1,900.4% | +1,054.0% |
| All | +9,359.7% | +693.5% | +8,666.2% | +2,744.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling