+321.2%
MRVL vs FTNT
+142.5%
+178.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.4% | +4.3% |
| 7D | +13.8% | +1.7% | +12.1% | +13.2% |
| 30D | +12.7% | -4.3% | +16.9% | +13.8% |
| 3M | -11.9% | +13.6% | -25.5% | -16.0% |
| 6M | +153.8% | +87.6% | +66.3% | +104.9% |
| YTD | +177.0% | +98.0% | +79.0% | +117.7% |
| 1Y | +252.3% | +96.9% | +155.4% | +177.1% |
| All | +321.2% | +142.5% | +178.6% | +260.3% |
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 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