+50.4%
FDX vs MNDY
-55.9%
+106.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.6% |
| 7D | +0.5% | -18.4% | +18.8% | +2.3% |
| 30D | +9.5% | -14.1% | +23.7% | +10.9% |
| 3M | -1.3% | -13.8% | +12.5% | -0.4% |
| 6M | +5.5% | +6.0% | -0.4% | +3.8% |
| YTD | +38.9% | -48.2% | +87.1% | +45.9% |
| 1Y | +58.8% | -54.0% | +112.9% | +69.0% |
| 3Y | +71.1% | -45.5% | +116.6% | +74.0% |
| 5Y | +76.3% | -78.2% | +154.5% | +73.1% |
| All | +50.4% | -55.9% | +106.3% | +53.7% |
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