+139.8%
FTNT vs MXL
+222.8%
-83.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.5% | -9.3% | -2.3% |
| 7D | -0.1% | +18.9% | -19.0% | -1.5% |
| 30D | -3.0% | +0.3% | -3.3% | -3.3% |
| 3M | +7.6% | -8.0% | +15.6% | +6.4% |
| 6M | +87.0% | +341.2% | -254.3% | +53.7% |
| YTD | +96.5% | +327.8% | -231.3% | +61.5% |
| 1Y | +92.9% | +364.9% | -272.0% | +56.0% |
| 3Y | +139.8% | +229.2% | -89.4% | +104.1% |
| All | +139.8% | +222.8% | -83.0% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 3y: compounded portfolio wealth divided by compounded MXL 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…
3y analysis · Full analysis span regression · 6 months rolling