+7,554.6%
FTNT vs MUB
+59.6%
+7,495.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +7.1% | -1.3% | +8.3% | +7.6% |
| 30D | -30.9% | +2.2% | -33.1% | -31.5% |
| 3M | -23.1% | -1.6% | -21.5% | -22.6% |
| 6M | +8.1% | -1.3% | +9.4% | +8.7% |
| YTD | +60.2% | -0.7% | +60.9% | +60.6% |
| 1Y | +57.0% | -0.2% | +57.2% | +57.2% |
| 3Y | +152.9% | +9.6% | +143.3% | +144.0% |
| 5Y | +85.9% | +2.6% | +83.4% | +82.3% |
| 10Y | +1,896.5% | +21.5% | +1,875.1% | +1,905.2% |
| All | +7,554.6% | +59.6% | +7,495.0% | +7,654.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling