+9,035.4%
FTNT vs MXL
+298.4%
+8,737.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.7% | -1.5% |
| 7D | +1.7% | +19.0% | -17.3% | -1.5% |
| 30D | -4.3% | +4.5% | -8.7% | -5.8% |
| 3M | +13.6% | -1.5% | +15.1% | +9.1% |
| 6M | +87.6% | +348.6% | -261.0% | +22.8% |
| YTD | +98.0% | +310.3% | -212.3% | +31.1% |
| 1Y | +96.9% | +344.7% | -247.8% | +26.6% |
| 3Y | +145.4% | +211.2% | -65.8% | +50.8% |
| 5Y | +153.0% | +34.8% | +118.1% | +82.3% |
| 10Y | +2,098.3% | +286.5% | +1,811.7% | +1,035.7% |
| All | +9,035.4% | +298.4% | +8,737.0% | +4,170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling