+536.2%
MCD vs FTNT
+9,093.5%
-8,557.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | -5.8% | +3.0% | -2.3% |
| 30D | -6.0% | -4.8% | -1.2% | -5.7% |
| 3M | -5.6% | +4.4% | -10.0% | -6.3% |
| 6M | -21.9% | +88.8% | -110.6% | -27.6% |
| YTD | -14.7% | +96.8% | -111.5% | -21.5% |
| 1Y | -17.3% | +104.5% | -121.7% | -24.3% |
| 3Y | -2.2% | +156.8% | -158.9% | -14.7% |
| 5Y | +20.3% | +144.1% | -123.8% | +2.6% |
| 10Y | +180.7% | +2,021.8% | -1,841.1% | +85.3% |
| All | +536.2% | +9,093.5% | -8,557.4% | +254.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling