-16.1%
MCD vs FTNT
+98.9%
-115.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | +0.1% |
| 7D | -2.0% | -2.7% | +0.7% | -2.2% |
| 30D | -6.1% | -1.4% | -4.8% | -6.1% |
| 3M | -7.3% | +10.1% | -17.3% | -6.6% |
| 6M | -20.9% | +88.2% | -109.1% | -18.6% |
| YTD | -14.7% | +98.3% | -113.0% | -12.6% |
| 1Y | -16.1% | +96.0% | -112.1% | -14.2% |
| All | -16.1% | +98.9% | -115.0% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 1y: compounded portfolio wealth divided by compounded FTNT 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…
1y analysis · Full analysis span regression · 6 months rolling