+322.1%
MTZ vs FIVN
+249.1%
+73.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.9% | -0.5% | -3.7% |
| 7D | -8.7% | -22.4% | +13.7% | -5.5% |
| 30D | -15.0% | -23.8% | +8.8% | -11.9% |
| 3M | -32.6% | -19.5% | -13.1% | -31.3% |
| 6M | -56.3% | +25.6% | -81.9% | -59.4% |
| YTD | -16.8% | +38.4% | -55.2% | -25.3% |
| 1Y | -10.0% | +33.7% | -43.7% | -18.8% |
| 3Y | +267.1% | -56.2% | +323.3% | +291.2% |
| 5Y | +89.9% | -82.9% | +172.8% | +126.7% |
| 10Y | +442.2% | +103.6% | +338.7% | +263.2% |
| All | +322.1% | +249.1% | +73.1% | +128.8% |
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