+744.1%
MCHP vs FTNT
+9,148.2%
-8,404.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +0.3% | +1.7% | -1.4% | -0.2% |
| 30D | -9.8% | -4.3% | -5.5% | -8.8% |
| 3M | -19.7% | +13.6% | -33.3% | -23.4% |
| 6M | +13.6% | +87.6% | -74.0% | -10.1% |
| YTD | +16.5% | +98.0% | -81.5% | -9.9% |
| 1Y | +15.7% | +96.9% | -81.2% | -10.6% |
| 3Y | 0.0% | +145.4% | -145.4% | -31.0% |
| 5Y | +4.4% | +153.0% | -148.6% | -31.7% |
| 10Y | +201.4% | +2,098.3% | -1,896.9% | +4.5% |
| All | +744.1% | +9,148.2% | -8,404.1% | +91.4% |
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