+1,101.0%
MRVL vs FTNT
+7,520.0%
-6,419.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.0% |
| 7D | +23.1% | +5.7% | +17.4% | +20.6% |
| 30D | -38.8% | -32.1% | -6.7% | -28.8% |
| 3M | -24.2% | -19.5% | -4.8% | -18.2% |
| 6M | 0.0% | +13.8% | -13.7% | -4.8% |
| YTD | +93.8% | +63.1% | +30.7% | +57.0% |
| 1Y | +84.4% | +57.7% | +26.7% | +51.3% |
| 3Y | +203.6% | +154.9% | +48.7% | +102.0% |
| 5Y | +127.8% | +89.3% | +38.5% | +63.5% |
| 10Y | +1,257.2% | +1,933.0% | -675.8% | +371.7% |
| All | +1,101.0% | +7,520.0% | -6,419.0% | +133.0% |
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 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