+118.5%
MMM vs FIVN
+318.5%
-199.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.4% |
| 7D | -3.3% | -2.3% | -1.0% | -3.1% |
| 30D | -7.0% | +12.4% | -19.4% | -8.3% |
| 3M | +10.8% | +36.0% | -25.2% | +7.1% |
| 6M | +5.8% | +86.0% | -80.2% | -1.8% |
| YTD | +6.8% | +65.9% | -59.2% | 0.0% |
| 1Y | +10.4% | +26.5% | -16.1% | +6.0% |
| 3Y | +104.7% | -54.2% | +158.9% | +111.0% |
| 5Y | +23.6% | -80.5% | +104.0% | +32.2% |
| 10Y | +54.1% | +109.6% | -55.5% | +32.0% |
| All | +118.5% | +318.5% | -199.9% | +78.6% |
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 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