+13,837.3%
MU vs FTNT
+9,093.5%
+4,743.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +9.0% | -5.8% | +14.8% | +11.4% |
| 30D | +13.8% | -4.8% | +18.6% | +15.2% |
| 3M | +2.1% | +4.4% | -2.3% | -0.3% |
| 6M | +153.8% | +88.8% | +65.0% | +94.6% |
| YTD | +256.4% | +96.8% | +159.6% | +167.4% |
| 1Y | +719.8% | +104.5% | +615.3% | +506.3% |
| 3Y | +1,360.4% | +156.8% | +1,203.6% | +844.1% |
| 5Y | +1,312.4% | +144.1% | +1,168.4% | +764.2% |
| 10Y | +6,142.6% | +2,021.8% | +4,120.8% | +1,470.9% |
| All | +13,837.3% | +9,093.5% | +4,743.8% | +1,662.4% |
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 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