+348.6%
MLM vs FIVN
+253.7%
+94.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -17.6% | +15.8% | +0.2% |
| 7D | -4.1% | -22.6% | +18.5% | -1.4% |
| 30D | +8.2% | -16.8% | +24.9% | +10.1% |
| 3M | -3.6% | -0.9% | -2.7% | -4.4% |
| 6M | -15.6% | +28.4% | -44.0% | -19.2% |
| YTD | -16.4% | +40.2% | -56.7% | -22.0% |
| 1Y | -14.3% | +30.5% | -44.9% | -19.4% |
| 3Y | +19.3% | -56.2% | +75.5% | +25.0% |
| 5Y | +29.6% | -81.0% | +110.6% | +44.3% |
| 10Y | +189.9% | +105.3% | +84.7% | +129.1% |
| All | +348.6% | +253.7% | +94.9% | +233.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling