-1.6%
FDS vs MNDY
-47.4%
+45.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.4% | +2.9% | -2.7% |
| 7D | -1.9% | -9.6% | +7.7% | -0.6% |
| 30D | +9.0% | -0.4% | +9.4% | +9.0% |
| 3M | +18.9% | +4.3% | +14.5% | +18.0% |
| 6M | +35.1% | +19.8% | +15.3% | +31.9% |
| YTD | +5.5% | -38.3% | +43.8% | +9.2% |
| 1Y | -16.8% | -50.1% | +33.3% | -12.7% |
| 3Y | -28.1% | -48.4% | +20.4% | -27.0% |
| 5Y | -17.4% | -76.0% | +58.6% | -20.3% |
| All | -1.6% | -47.4% | +45.8% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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