+50.5%
FE vs MNDY
-55.9%
+106.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | -0.3% |
| 7D | -0.5% | -18.4% | +17.9% | -0.5% |
| 30D | +4.3% | -14.1% | +18.5% | +4.3% |
| 3M | +0.4% | -13.8% | +14.2% | +0.4% |
| 6M | +6.9% | +6.0% | +1.0% | +7.0% |
| YTD | +8.0% | -48.2% | +56.2% | +8.1% |
| 1Y | +4.8% | -54.0% | +58.9% | +5.0% |
| 3Y | +49.0% | -45.5% | +94.4% | +48.3% |
| 5Y | +46.2% | -78.2% | +124.4% | +42.5% |
| All | +50.5% | -55.9% | +106.4% | +56.1% |
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