+145.5%
MMM vs FIVN
+249.1%
-103.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +0.7% |
| 7D | +7.0% | -22.4% | +29.4% | +9.3% |
| 30D | +18.4% | -23.8% | +42.1% | +21.0% |
| 3M | +4.5% | -19.5% | +24.0% | +5.9% |
| 6M | +33.4% | +25.6% | +7.9% | +29.0% |
| YTD | +20.0% | +38.4% | -18.5% | +13.6% |
| 1Y | +15.0% | +33.7% | -18.6% | +9.3% |
| 3Y | +165.0% | -56.2% | +221.2% | +173.5% |
| 5Y | +47.9% | -82.9% | +130.8% | +59.9% |
| 10Y | +79.6% | +103.6% | -24.0% | +54.5% |
| All | +145.5% | +249.1% | -103.5% | +103.0% |
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