+1,371.2%
MU vs FTNT
+152.6%
+1,218.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +9.0% | -5.8% | +14.8% | +10.8% |
| 30D | +13.8% | -4.8% | +18.6% | +15.0% |
| 3M | +2.1% | +4.4% | -2.3% | +0.2% |
| 6M | +153.8% | +88.8% | +65.0% | +108.3% |
| YTD | +256.4% | +96.8% | +159.6% | +187.3% |
| 1Y | +719.8% | +104.5% | +615.3% | +553.9% |
| All | +1,371.2% | +152.6% | +1,218.7% | +1,091.1% |
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