+92.9%
FTNT vs MTZ
+26.3%
+66.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -1.7% |
| 7D | -0.1% | +1.4% | -1.5% | -0.1% |
| 30D | -3.0% | -14.5% | +11.5% | -3.4% |
| 3M | +7.6% | -32.9% | +40.5% | +7.0% |
| 6M | +87.0% | -20.8% | +107.8% | +77.7% |
| YTD | +96.5% | +10.6% | +85.9% | +75.9% |
| 1Y | +92.9% | +27.1% | +65.9% | +62.8% |
| All | +92.9% | +26.3% | +66.7% | +62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling