+186.6%
MU vs FTNT
+50.1%
+136.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | -15.2% | -3.5% | -11.7% | -14.3% |
| 30D | -29.5% | -36.5% | +7.0% | -24.1% |
| 3M | -15.8% | -24.7% | +9.0% | -11.3% |
| 6M | -2.9% | +8.3% | -11.2% | -2.9% |
| YTD | +154.2% | +55.6% | +98.6% | +146.8% |
| 1Y | +186.6% | +50.2% | +136.4% | +182.0% |
| All | +186.6% | +50.1% | +136.4% | +182.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling