+453.7%
MTZ vs FIVN
+318.5%
+135.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.5% |
| 7D | -1.6% | -2.3% | +0.7% | -1.2% |
| 30D | -11.1% | +12.4% | -23.5% | -13.2% |
| 3M | -36.7% | +36.0% | -72.7% | -40.7% |
| 6M | -21.9% | +86.0% | -107.9% | -31.9% |
| YTD | +9.1% | +65.9% | -56.8% | -3.5% |
| 1Y | +30.0% | +26.5% | +3.5% | +20.3% |
| 3Y | +138.5% | -54.2% | +192.7% | +156.0% |
| 5Y | +158.3% | -80.5% | +238.8% | +204.7% |
| 10Y | +700.8% | +109.6% | +591.1% | +443.2% |
| All | +453.7% | +318.5% | +135.2% | +195.4% |
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