+2,072.5%
FTNT vs MTZ
+773.6%
+1,298.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.7% |
| 7D | -0.1% | +1.4% | -1.5% | -0.6% |
| 30D | -3.0% | -14.5% | +11.5% | +0.7% |
| 3M | +7.6% | -32.9% | +40.5% | +16.8% |
| 6M | +87.0% | -20.8% | +107.8% | +90.5% |
| YTD | +96.5% | +10.6% | +85.9% | +80.4% |
| 1Y | +92.9% | +27.1% | +65.9% | +69.0% |
| 3Y | +139.8% | +166.1% | -26.3% | +60.2% |
| 5Y | +151.3% | +170.7% | -19.3% | +65.9% |
| All | +2,072.5% | +773.6% | +1,298.9% | +852.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 10y: compounded portfolio wealth divided by compounded MTZ 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…
10y analysis · Full analysis span regression · 6 months rolling