+145.5%
MLM vs FIVN
+104.7%
+40.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -0.9% |
| 7D | -5.8% | -22.8% | +17.0% | -3.2% |
| 30D | +9.8% | -21.3% | +31.1% | +12.5% |
| 3M | -5.2% | -14.0% | +8.8% | -4.2% |
| 6M | -10.3% | +31.1% | -41.4% | -14.4% |
| YTD | -15.5% | +40.0% | -55.5% | -21.0% |
| 1Y | -15.0% | +38.1% | -53.1% | -20.6% |
| 3Y | +17.5% | -55.7% | +73.1% | +23.1% |
| 5Y | +30.5% | -82.5% | +113.1% | +46.5% |
| 10Y | +145.5% | +92.4% | +53.1% | +101.8% |
| All | +145.5% | +104.7% | +40.8% | +101.8% |
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 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