-18.3%
MDT vs FIVN
-82.6%
+64.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -1.6% | -11.3% | +9.7% | -0.8% |
| 30D | +1.0% | -7.3% | +8.3% | +1.4% |
| 3M | +15.2% | +41.7% | -26.5% | +12.2% |
| 6M | +3.7% | +78.3% | -74.6% | -1.1% |
| YTD | -3.0% | +50.9% | -53.8% | -6.6% |
| 1Y | +2.5% | +19.7% | -17.2% | +0.3% |
| 3Y | +26.5% | -55.7% | +82.2% | +31.5% |
| 5Y | -18.3% | -82.6% | +64.3% | -10.1% |
| All | -18.3% | -82.6% | +64.3% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling