+2,423.9%
MUU vs FTNT
+99.4%
+2,324.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.0% | -10.4% | -10.0% |
| 7D | +3.6% | +1.6% | +2.0% | +2.3% |
| 30D | +22.3% | -1.9% | +24.2% | +22.2% |
| 3M | -8.2% | +14.4% | -22.6% | -18.5% |
| 6M | +256.3% | +88.7% | +167.7% | +114.0% |
| YTD | +534.4% | +100.0% | +434.4% | +255.0% |
| 1Y | +2,163.5% | +99.9% | +2,063.6% | +1,183.2% |
| All | +2,423.9% | +99.4% | +2,324.5% | +1,623.5% |
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 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