+254.1%
MP vs FIVN
-72.5%
+326.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -17.6% | +22.6% | +9.2% |
| 7D | -10.5% | -22.6% | +12.1% | -5.4% |
| 30D | -23.5% | -16.8% | -6.8% | -20.8% |
| 3M | -25.4% | -0.9% | -24.6% | -26.7% |
| 6M | -51.3% | +28.4% | -79.7% | -55.7% |
| YTD | -29.9% | +40.2% | -70.2% | -39.8% |
| 1Y | -31.8% | +30.5% | -62.4% | -40.6% |
| 3Y | +127.0% | -56.2% | +183.2% | +163.9% |
| 5Y | -3.3% | -81.0% | +77.7% | +33.3% |
| All | +254.1% | -72.5% | +326.6% | +441.7% |
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