+25.2%
MCD vs FTNT
+74.0%
-48.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.7% |
| 7D | +5.9% | -3.0% | +8.9% | +6.1% |
| 30D | +19.6% | -37.1% | +56.8% | +21.7% |
| 3M | +3.3% | -23.3% | +26.5% | +3.9% |
| 6M | +3.5% | +7.4% | -3.9% | +1.8% |
| YTD | -6.1% | +54.2% | -60.3% | -10.1% |
| 1Y | -3.7% | +49.7% | -53.4% | -7.6% |
| 3Y | +13.4% | +146.6% | -133.2% | +2.0% |
| 5Y | +25.2% | +75.4% | -50.3% | +13.3% |
| All | +25.2% | +74.0% | -48.8% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling