-10.5%
MLM vs FIVN
+55.4%
-65.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +2.3% |
| 7D | +9.1% | -3.4% | +12.5% | +9.2% |
| 30D | +14.6% | +5.8% | +8.9% | +14.3% |
| 3M | +0.3% | +22.0% | -21.7% | -0.7% |
| 6M | -7.5% | +55.7% | -63.2% | -8.7% |
| YTD | -10.2% | +81.3% | -91.5% | -12.7% |
| 1Y | -10.5% | +58.0% | -68.5% | -11.8% |
| All | -10.5% | +55.4% | -65.9% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling