+2,302.1%
MULL vs FIVN
-19.2%
+2,321.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.5% | -1.6% |
| 7D | -8.4% | -7.8% | -0.6% | -6.2% |
| 30D | +9.7% | -1.7% | +11.4% | +9.5% |
| 3M | -26.8% | +47.2% | -73.9% | -41.0% |
| 6M | +220.7% | +82.7% | +138.0% | +117.4% |
| YTD | +509.0% | +52.9% | +456.1% | +346.1% |
| 1Y | +1,739.5% | +17.5% | +1,722.0% | +1,655.4% |
| All | +2,302.1% | -19.2% | +2,321.3% | +2,752.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling