+27.4%
MKC vs FIVN
+118.5%
-91.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | +0.3% |
| 7D | -1.5% | -7.8% | +6.4% | -1.0% |
| 30D | -3.1% | -1.7% | -1.4% | -3.1% |
| 3M | +5.2% | +47.2% | -42.0% | +2.4% |
| 6M | -12.8% | +82.7% | -95.5% | -16.6% |
| YTD | -23.3% | +52.9% | -76.2% | -26.0% |
| 1Y | -24.1% | +17.5% | -41.6% | -25.6% |
| 3Y | -32.1% | -55.8% | +23.7% | -29.8% |
| 5Y | -32.8% | -82.3% | +49.5% | -26.4% |
| All | +27.4% | +118.5% | -91.1% | +12.0% |
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