+48.1%
FE vs MNDY
-53.2%
+101.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | -0.5% |
| 7D | -0.2% | -14.1% | +13.9% | -0.2% |
| 30D | -1.2% | -8.5% | +7.3% | -1.2% |
| 3M | +1.7% | -2.5% | +4.2% | +1.6% |
| 6M | -7.5% | +0.1% | -7.5% | -7.4% |
| YTD | +6.3% | -45.0% | +51.4% | +6.4% |
| 1Y | +10.9% | -58.1% | +69.0% | +11.1% |
| 3Y | +46.9% | -52.6% | +99.6% | +46.5% |
| 5Y | +47.6% | -79.3% | +126.9% | +43.3% |
| All | +48.1% | -53.2% | +101.3% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling