+50.6%
FE vs MNDY
-55.2%
+105.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | -0.4% | -19.8% | +19.4% | -0.4% |
| 30D | +3.6% | -8.4% | +12.0% | +3.6% |
| 3M | +0.3% | -11.2% | +11.6% | +0.3% |
| 6M | +6.4% | +0.9% | +5.5% | +6.4% |
| YTD | +8.1% | -47.4% | +55.5% | +8.3% |
| 1Y | +4.6% | -53.0% | +57.6% | +4.8% |
| 3Y | +49.1% | -44.6% | +93.7% | +48.5% |
| 5Y | +46.1% | -78.7% | +124.8% | +42.2% |
| All | +50.6% | -55.2% | +105.8% | +56.3% |
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