+243.8%
MET vs FIVN
+118.5%
+125.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | -0.5% | -7.8% | +7.4% | +0.4% |
| 30D | +0.5% | -1.7% | +2.2% | +0.6% |
| 3M | +11.6% | +47.2% | -35.6% | +6.3% |
| 6M | +40.8% | +82.7% | -41.9% | +29.6% |
| YTD | +25.7% | +52.9% | -27.3% | +17.7% |
| 1Y | +24.4% | +17.5% | +6.9% | +19.6% |
| 3Y | +67.5% | -55.8% | +123.3% | +72.0% |
| 5Y | +85.8% | -82.3% | +168.1% | +98.2% |
| All | +243.8% | +118.5% | +125.3% | +192.2% |
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 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