+9,374.7%
FTNT vs MTZ
+1,880.5%
+7,494.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | -0.3% |
| 7D | -2.7% | +3.6% | -6.3% | -3.6% |
| 30D | -1.4% | -9.6% | +8.3% | +1.1% |
| 3M | +10.1% | -31.9% | +42.0% | +19.3% |
| 6M | +88.2% | -13.8% | +102.0% | +88.0% |
| YTD | +98.3% | +13.3% | +85.0% | +82.1% |
| 1Y | +96.0% | +39.3% | +56.7% | +68.2% |
| 3Y | +145.8% | +168.3% | -22.6% | +66.0% |
| 5Y | +154.6% | +166.4% | -11.8% | +70.5% |
| 10Y | +2,063.6% | +739.9% | +1,323.7% | +837.0% |
| All | +9,374.7% | +1,880.5% | +7,494.2% | +2,697.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling