+153.0%
FTNT vs MUB
+1.5%
+151.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.3% |
| 7D | +1.7% | -0.7% | +2.4% | +2.4% |
| 30D | -4.3% | -2.0% | -2.3% | -2.5% |
| 3M | +13.6% | -2.5% | +16.1% | +16.3% |
| 6M | +87.6% | -2.3% | +89.9% | +91.8% |
| YTD | +98.0% | -1.3% | +99.3% | +100.5% |
| 1Y | +96.9% | +1.1% | +95.8% | +95.3% |
| 3Y | +145.4% | +8.2% | +137.2% | +126.9% |
| 5Y | +153.0% | +1.5% | +151.5% | +166.8% |
| All | +153.0% | +1.5% | +151.5% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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