+2,396.1%
MUU vs FTNT
+95.9%
+2,300.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | +0.1% |
| 7D | -8.2% | -0.1% | -8.1% | -8.2% |
| 30D | +10.2% | -3.0% | +13.1% | +10.9% |
| 3M | -26.5% | +7.6% | -34.1% | -32.1% |
| 6M | +227.2% | +87.0% | +140.3% | +97.5% |
| YTD | +527.4% | +96.5% | +430.9% | +255.4% |
| 1Y | +1,843.7% | +92.9% | +1,750.7% | +1,031.7% |
| All | +2,396.1% | +95.9% | +2,300.2% | +1,625.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling