+9,361.3%
MU vs FTNT
+6,890.6%
+2,470.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.0% | +8.1% | +6.2% |
| 7D | -22.0% | -12.7% | -9.3% | -17.7% |
| 30D | -36.6% | -37.2% | +0.6% | -25.0% |
| 3M | -21.7% | -25.8% | +4.1% | -14.2% |
| 6M | +3.5% | +32.1% | -28.6% | -10.1% |
| YTD | +141.9% | +49.7% | +92.3% | +98.4% |
| 1Y | +189.8% | +47.6% | +142.3% | +139.0% |
| 3Y | +855.4% | +137.2% | +718.2% | +529.7% |
| 5Y | +869.2% | +74.2% | +795.0% | +568.2% |
| 10Y | +4,142.8% | +1,824.2% | +2,318.6% | +1,001.3% |
| All | +9,361.3% | +6,890.6% | +2,470.7% | +1,207.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling