+195.7%
MRVL vs FTNT
+152.2%
+43.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.8% | -2.9% | -4.0% |
| 7D | +11.0% | +7.1% | +4.0% | +8.3% |
| 30D | -36.1% | -30.9% | -5.2% | -26.7% |
| 3M | -29.4% | -23.1% | -6.3% | -22.3% |
| 6M | -11.9% | +8.1% | -20.0% | -13.0% |
| YTD | +84.8% | +60.2% | +24.6% | +56.3% |
| 1Y | +79.4% | +57.0% | +22.4% | +53.1% |
| 3Y | +195.7% | +152.9% | +42.8% | +114.0% |
| All | +195.7% | +152.2% | +43.5% | +114.0% |
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