+54.7%
MMM vs FIVN
+105.2%
-50.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.6% |
| 7D | -2.6% | -9.6% | +7.0% | -1.6% |
| 30D | -9.3% | -11.9% | +2.6% | -8.2% |
| 3M | +5.6% | +40.1% | -34.5% | +1.3% |
| 6M | +9.5% | +68.3% | -58.9% | +1.8% |
| YTD | +4.1% | +51.5% | -47.3% | -2.4% |
| 1Y | +9.4% | +15.1% | -5.7% | +5.5% |
| 3Y | +101.0% | -55.6% | +156.5% | +109.0% |
| 5Y | +26.1% | -82.4% | +108.5% | +37.8% |
| 10Y | +54.7% | +114.5% | -59.7% | +24.6% |
| All | +54.7% | +105.2% | -50.5% | +24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling