+153.5%
MLM vs FIVN
+109.8%
+43.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +2.2% |
| 7D | -3.8% | -19.3% | +15.4% | -1.6% |
| 30D | +11.0% | -20.7% | +31.7% | +13.6% |
| 3M | -3.1% | -15.1% | +12.0% | -1.9% |
| 6M | -9.8% | +30.6% | -40.4% | -13.9% |
| YTD | -14.4% | +44.0% | -58.4% | -20.2% |
| 1Y | -12.6% | +45.5% | -58.1% | -18.8% |
| 3Y | +19.7% | -52.8% | +72.5% | +24.5% |
| 5Y | +29.8% | -82.6% | +112.4% | +45.3% |
| 10Y | +153.5% | +109.4% | +44.2% | +114.5% |
| All | +153.5% | +109.8% | +43.7% | +114.5% |
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