+672.2%
MXL vs FIVN
+280.5%
+391.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | +16.6% | -11.3% | +27.9% | +21.1% |
| 30D | +0.5% | -7.3% | +7.8% | +2.1% |
| 3M | -3.6% | +41.7% | -45.3% | -19.0% |
| 6M | +328.0% | +78.3% | +249.8% | +225.9% |
| YTD | +297.8% | +50.9% | +246.9% | +215.7% |
| 1Y | +339.4% | +19.7% | +319.8% | +279.1% |
| 3Y | +201.7% | -55.7% | +257.5% | +250.4% |
| 5Y | +32.8% | -82.6% | +115.3% | +94.3% |
| 10Y | +274.8% | +113.6% | +161.2% | +181.4% |
| All | +672.2% | +280.5% | +391.7% | +356.2% |
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