+40.9%
MCO vs FIVN
-55.8%
+96.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -7.3% | -11.3% | +4.0% | -5.6% |
| 30D | -1.7% | -7.3% | +5.6% | -0.7% |
| 3M | +3.9% | +41.7% | -37.8% | -2.3% |
| 6M | +3.8% | +78.3% | -74.4% | -7.0% |
| YTD | -7.9% | +50.9% | -58.8% | -15.6% |
| 1Y | -6.8% | +19.7% | -26.5% | -11.6% |
| All | +40.9% | -55.8% | +96.8% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling