+49.9%
FE vs MNDY
-47.4%
+97.3%
-28.6%
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% | -0.6% |
| 7D | +1.9% | -9.6% | +11.5% | +1.9% |
| 30D | -1.2% | -0.4% | -0.7% | -1.2% |
| 3M | +3.5% | +4.3% | -0.8% | +3.5% |
| 6M | -6.1% | +19.8% | -25.8% | -6.0% |
| YTD | +7.6% | -38.3% | +45.9% | +7.7% |
| 1Y | +11.9% | -50.1% | +62.0% | +12.1% |
| 3Y | +48.4% | -48.4% | +96.9% | +48.1% |
| 5Y | +44.8% | -76.0% | +120.8% | +40.8% |
| All | +49.9% | -47.4% | +97.3% | +55.5% |
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