-3.5%
MCD vs FTNT
+48.8%
-52.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +2.1% |
| 7D | +5.9% | -3.0% | +8.9% | +5.6% |
| 30D | +19.6% | -37.1% | +56.8% | +15.0% |
| 3M | +3.3% | -23.3% | +26.5% | +0.9% |
| 6M | +3.5% | +7.4% | -3.9% | +3.3% |
| YTD | -6.1% | +54.2% | -60.3% | -5.4% |
| All | -3.5% | +48.8% | -52.3% | -2.6% |
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