+1,319.3%
MU vs FTNT
+151.5%
+1,167.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | +7.2% | -2.7% | +9.9% | +8.0% |
| 30D | +14.0% | -1.4% | +15.3% | +13.9% |
| 3M | +5.4% | +10.1% | -4.7% | +1.4% |
| 6M | +170.3% | +88.2% | +82.1% | +116.5% |
| YTD | +250.7% | +98.3% | +152.4% | +174.7% |
| 1Y | +662.1% | +96.0% | +566.2% | +499.8% |
| 3Y | +1,341.2% | +145.8% | +1,195.4% | +934.1% |
| 5Y | +1,319.3% | +154.6% | +1,164.7% | +836.4% |
| All | +1,319.3% | +151.5% | +1,167.8% | +836.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling