+486.6%
MTUM vs FIVN
+280.5%
+206.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | +1.2% | -11.3% | +12.5% | +2.9% |
| 30D | -1.7% | -7.3% | +5.6% | -0.9% |
| 3M | -0.5% | +41.7% | -42.2% | -6.6% |
| 6M | +22.3% | +78.3% | -55.9% | +9.2% |
| YTD | +21.4% | +50.9% | -29.5% | +10.5% |
| 1Y | +20.0% | +19.7% | +0.4% | +13.0% |
| 3Y | +113.0% | -55.7% | +168.7% | +126.5% |
| 5Y | +77.3% | -82.6% | +159.8% | +110.7% |
| 10Y | +350.5% | +113.6% | +236.8% | +283.0% |
| All | +486.6% | +280.5% | +206.1% | +371.6% |
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