+165.0%
MMM vs FIVN
-54.3%
+219.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +0.8% |
| 7D | +7.0% | -22.4% | +29.4% | +9.7% |
| 30D | +18.4% | -23.8% | +42.1% | +21.5% |
| 3M | +4.5% | -19.5% | +24.0% | +6.3% |
| 6M | +33.4% | +25.6% | +7.9% | +27.6% |
| YTD | +20.0% | +38.4% | -18.5% | +11.7% |
| 1Y | +15.0% | +33.7% | -18.6% | +7.6% |
| 3Y | +165.0% | -56.2% | +221.2% | +182.5% |
| All | +165.0% | -54.3% | +219.3% | +182.5% |
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