+51.2%
FDX vs MNDY
-47.4%
+98.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.9% | +0.1% |
| 7D | -2.5% | -9.6% | +7.0% | -1.6% |
| 30D | +3.8% | -0.4% | +4.2% | +3.6% |
| 3M | -1.3% | +4.3% | -5.6% | -2.1% |
| 6M | +5.0% | +19.8% | -14.8% | +2.1% |
| YTD | +39.6% | -38.3% | +77.9% | +44.9% |
| 1Y | +81.1% | -50.1% | +131.2% | +91.8% |
| 3Y | +63.0% | -48.4% | +111.5% | +67.3% |
| 5Y | +65.6% | -76.0% | +141.6% | +60.3% |
| All | +51.2% | -47.4% | +98.7% | +52.6% |
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