-21.8%
MLM vs FIVN
+88.3%
-110.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +1.2% |
| 7D | -2.9% | -2.3% | -0.6% | -2.9% |
| 30D | -6.8% | +12.4% | -19.2% | -7.0% |
| 3M | -11.2% | +36.0% | -47.3% | -11.1% |
| 6M | -21.8% | +86.0% | -107.8% | -18.7% |
| All | -21.8% | +88.3% | -110.1% | -18.7% |
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