-2.8%
MCHP vs FTNT
+145.1%
-147.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.2% |
| 7D | -2.1% | +1.6% | -3.7% | -2.5% |
| 30D | -11.1% | -1.9% | -9.2% | -10.9% |
| 3M | -18.1% | +14.4% | -32.5% | -20.9% |
| 6M | +10.8% | +88.7% | -77.9% | -6.7% |
| YTD | +14.2% | +100.0% | -85.8% | -5.8% |
| 1Y | +13.5% | +99.9% | -86.4% | -6.5% |
| All | -2.8% | +145.1% | -147.9% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling