+2,981.5%
MUU vs FTNT
+104.9%
+2,876.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | 0.0% | +11.6% | +11.6% |
| 7D | +17.4% | -5.8% | +23.2% | +20.6% |
| 30D | +24.0% | -4.8% | +28.7% | +26.1% |
| 3M | -23.9% | +4.4% | -28.3% | -26.0% |
| 6M | +284.4% | +88.8% | +195.6% | +197.5% |
| YTD | +583.7% | +96.8% | +486.9% | +405.1% |
| 1Y | +2,981.5% | +104.5% | +2,877.0% | +2,327.4% |
| All | +2,981.5% | +104.9% | +2,876.5% | +2,327.4% |
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 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