+43.5%
MLM vs FIVN
-80.6%
+124.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +1.5% |
| 7D | -2.9% | -2.3% | -0.6% | -2.6% |
| 30D | -6.8% | +12.4% | -19.2% | -8.6% |
| 3M | -11.2% | +36.0% | -47.3% | -15.3% |
| 6M | -21.8% | +86.0% | -107.8% | -29.6% |
| YTD | -17.0% | +65.9% | -82.9% | -24.3% |
| 1Y | -16.4% | +26.5% | -42.9% | -20.7% |
| 3Y | +14.5% | -54.2% | +68.7% | +23.2% |
| All | +43.5% | -80.6% | +124.1% | +63.5% |
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 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