+78.1%
MMM vs FIVN
+92.2%
-14.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | -0.8% | -17.4% | +16.6% | +0.9% |
| 30D | +14.4% | -20.4% | +34.8% | +16.7% |
| 3M | +1.8% | -9.6% | +11.4% | +2.2% |
| 6M | +31.3% | +34.7% | -3.4% | +25.5% |
| YTD | +18.0% | +40.6% | -22.6% | +10.8% |
| 1Y | +10.9% | +34.3% | -23.4% | +4.6% |
| 3Y | +160.6% | -55.5% | +216.1% | +169.9% |
| 5Y | +44.5% | -82.5% | +126.9% | +57.5% |
| All | +78.1% | +92.2% | -14.1% | +46.1% |
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