+179.0%
MTB vs FIVN
+292.8%
-113.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.1% | +5.5% | -0.1% |
| 7D | +2.8% | -8.2% | +11.0% | +3.5% |
| 30D | -4.2% | -8.1% | +3.9% | -3.6% |
| 3M | +7.8% | +34.9% | -27.1% | +4.6% |
| 6M | +14.8% | +72.6% | -57.8% | +8.4% |
| YTD | +20.8% | +55.8% | -35.0% | +14.7% |
| 1Y | +23.1% | +17.1% | +6.0% | +19.6% |
| 3Y | +114.8% | -54.3% | +169.1% | +119.7% |
| 5Y | +103.3% | -81.6% | +184.8% | +111.8% |
| 10Y | +173.0% | +109.2% | +63.8% | +123.2% |
| All | +179.0% | +292.8% | -113.8% | +107.0% |
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