+3.0%
MCHP vs FTNT
+151.3%
-148.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.4% | +4.3% |
| 7D | 0.0% | -0.1% | +0.2% | 0.0% |
| 30D | -6.0% | -3.0% | -3.1% | -5.5% |
| 3M | -19.7% | +7.6% | -27.3% | -22.2% |
| 6M | +14.0% | +87.0% | -72.9% | -11.1% |
| YTD | +18.4% | +96.5% | -78.1% | -10.1% |
| 1Y | +17.1% | +92.9% | -75.8% | -10.6% |
| 3Y | +0.7% | +139.8% | -139.1% | -31.9% |
| All | +3.0% | +151.3% | -148.3% | -41.3% |
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