+599.3%
MU vs FTNT
+98.7%
+500.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.0% | -5.9% | -5.1% |
| 7D | +2.0% | +1.6% | +0.4% | +1.6% |
| 30D | +12.5% | -1.9% | +14.4% | +12.8% |
| 3M | +9.6% | +14.4% | -4.8% | +5.8% |
| 6M | +142.6% | +88.7% | +53.9% | +114.5% |
| YTD | +242.7% | +100.0% | +142.6% | +195.1% |
| 1Y | +599.3% | +99.9% | +499.4% | +509.2% |
| All | +599.3% | +98.7% | +500.5% | +509.2% |
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