-15.6%
MLM vs FIVN
+17.0%
-32.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -17.6% | +15.8% | -0.8% |
| 7D | -4.1% | -22.6% | +18.5% | -2.8% |
| 30D | +8.2% | -16.8% | +24.9% | +9.1% |
| 3M | -3.6% | -0.9% | -2.7% | -3.8% |
| 6M | -15.6% | +28.4% | -44.0% | -14.7% |
| All | -15.6% | +17.0% | -32.6% | -14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling