+103.4%
MDT vs FIVN
+292.8%
-189.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.1% | +4.2% | -1.4% |
| 7D | +0.4% | -8.2% | +8.6% | +1.0% |
| 30D | +6.0% | -8.1% | +14.1% | +6.5% |
| 3M | +15.5% | +34.9% | -19.4% | +12.6% |
| 6M | +3.4% | +72.6% | -69.2% | -1.7% |
| YTD | -2.2% | +55.8% | -57.9% | -6.5% |
| 1Y | +2.6% | +17.1% | -14.6% | 0.0% |
| 3Y | +27.5% | -54.3% | +81.8% | +31.5% |
| 5Y | -20.1% | -81.6% | +61.5% | -13.4% |
| 10Y | +39.1% | +109.2% | -70.1% | +20.7% |
| All | +103.4% | +292.8% | -189.4% | +65.4% |
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