+4,407.5%
MU vs FTNT
+1,887.8%
+2,519.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.8% |
| 7D | +12.8% | +7.1% | +5.7% | +10.0% |
| 30D | -14.9% | -30.9% | +16.0% | -2.3% |
| 3M | -18.0% | -23.1% | +5.1% | -10.9% |
| 6M | -3.1% | +8.1% | -11.2% | -8.7% |
| YTD | +172.9% | +60.2% | +112.7% | +115.1% |
| 1Y | +228.8% | +57.0% | +171.8% | +161.4% |
| 3Y | +950.8% | +152.9% | +797.9% | +553.3% |
| 5Y | +931.3% | +85.9% | +845.4% | +566.8% |
| All | +4,407.5% | +1,887.8% | +2,519.7% | +901.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling