+297.9%
MCD vs FIVN
+249.1%
+48.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.1% | +0.5% |
| 7D | +7.3% | -22.4% | +29.7% | +8.6% |
| 30D | +20.0% | -23.8% | +43.7% | +21.5% |
| 3M | +3.8% | -19.5% | +23.3% | +4.6% |
| 6M | +3.8% | +25.6% | -21.8% | +1.7% |
| YTD | -5.9% | +38.4% | -44.3% | -8.8% |
| 1Y | -3.2% | +33.7% | -36.9% | -6.1% |
| 3Y | +13.3% | -56.2% | +69.4% | +16.0% |
| 5Y | +25.2% | -82.9% | +108.2% | +33.8% |
| 10Y | +213.3% | +103.6% | +109.7% | +186.1% |
| All | +297.9% | +249.1% | +48.9% | +260.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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