+445.3%
MP vs FIVN
-67.4%
+512.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +2.0% |
| 7D | -2.9% | -2.3% | -0.6% | -2.3% |
| 30D | +13.8% | +12.4% | +1.4% | +10.0% |
| 3M | -16.7% | +36.0% | -52.7% | -23.9% |
| 6M | -11.5% | +86.0% | -97.5% | -27.3% |
| YTD | +7.9% | +65.9% | -58.0% | -9.8% |
| 1Y | -15.0% | +26.5% | -41.5% | -23.8% |
| 3Y | +153.5% | -54.2% | +207.7% | +197.1% |
| 5Y | +58.7% | -80.5% | +139.1% | +118.4% |
| All | +445.3% | -67.4% | +512.7% | +711.4% |
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 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