+37.0%
MDT vs FIVN
+118.5%
-81.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | -3.4% | -7.8% | +4.4% | -2.8% |
| 30D | +0.2% | -1.7% | +2.0% | +0.3% |
| 3M | +14.3% | +47.2% | -32.9% | +10.5% |
| 6M | +4.0% | +82.7% | -78.7% | -1.9% |
| YTD | -3.7% | +52.9% | -56.6% | -8.1% |
| 1Y | -0.4% | +17.5% | -17.8% | -3.0% |
| 3Y | +23.3% | -55.8% | +79.1% | +28.2% |
| 5Y | -18.9% | -82.3% | +63.5% | -10.7% |
| All | +37.0% | +118.5% | -81.5% | +14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling