+87.9%
MKC vs FIVN
+292.8%
-205.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.1% | +5.8% | 0.0% |
| 7D | -4.3% | -8.2% | +3.9% | -3.9% |
| 30D | -2.0% | -8.1% | +6.1% | -1.6% |
| 3M | +10.0% | +34.9% | -24.9% | +7.8% |
| 6M | -18.5% | +72.6% | -91.2% | -21.6% |
| YTD | -22.4% | +55.8% | -78.2% | -25.1% |
| 1Y | -23.6% | +17.1% | -40.8% | -25.0% |
| 3Y | -30.4% | -54.3% | +23.9% | -28.6% |
| 5Y | -34.2% | -81.6% | +47.4% | -29.5% |
| 10Y | +26.8% | +109.2% | -82.4% | +14.5% |
| All | +87.9% | +292.8% | -205.0% | +63.1% |
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 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