+104.8%
MMM vs FIVN
-55.5%
+160.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.1% | +5.5% | +0.1% |
| 7D | -1.6% | -8.2% | +6.6% | -0.6% |
| 30D | -8.0% | -8.1% | +0.1% | -7.2% |
| 3M | +9.4% | +34.9% | -25.5% | +4.5% |
| 6M | +10.2% | +72.6% | -62.4% | +0.2% |
| YTD | +6.1% | +55.8% | -49.7% | -2.4% |
| 1Y | +10.8% | +17.1% | -6.4% | +7.4% |
| 3Y | +104.8% | -54.3% | +159.1% | +124.4% |
| All | +104.8% | -55.5% | +160.3% | +124.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling