+32.5%
MUB vs FIVN
+318.5%
-286.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +0.1% |
| 7D | -0.9% | -2.3% | +1.4% | -0.8% |
| 30D | -1.4% | +12.4% | -13.8% | -1.6% |
| 3M | -2.2% | +36.0% | -38.2% | -2.5% |
| 6M | -1.9% | +86.0% | -87.9% | -2.6% |
| YTD | -0.8% | +65.9% | -66.7% | -1.4% |
| 1Y | +2.7% | +26.5% | -23.8% | +2.3% |
| 3Y | +8.6% | -54.2% | +62.8% | +8.9% |
| 5Y | +2.0% | -80.5% | +82.5% | +2.8% |
| 10Y | +17.9% | +109.6% | -91.7% | +18.8% |
| All | +32.5% | +318.5% | -286.0% | +34.5% |
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