+25.7%
MLM vs FIVN
-81.1%
+106.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -17.6% | +15.8% | +0.4% |
| 7D | -4.1% | -22.6% | +18.5% | -1.1% |
| 30D | +8.2% | -16.8% | +24.9% | +10.3% |
| 3M | -3.6% | -0.9% | -2.7% | -4.6% |
| 6M | -15.6% | +28.4% | -44.0% | -19.8% |
| YTD | -16.4% | +40.2% | -56.7% | -22.8% |
| 1Y | -14.3% | +30.5% | -44.9% | -20.1% |
| 3Y | +19.3% | -56.2% | +75.5% | +28.0% |
| All | +25.7% | -81.1% | +106.9% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling