+81.2%
FERG vs MNDY
-49.8%
+131.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.5% |
| 7D | -2.6% | -4.6% | +2.1% | -2.2% |
| 30D | -8.9% | +1.0% | -9.9% | -9.2% |
| 3M | -2.0% | +9.1% | -11.2% | -3.5% |
| 6M | -3.2% | +14.2% | -17.4% | -5.6% |
| YTD | +1.5% | -41.1% | +42.6% | +5.7% |
| 1Y | +0.5% | -54.7% | +55.2% | +7.3% |
| 3Y | +50.4% | -50.6% | +101.0% | +55.7% |
| 5Y | +68.7% | -76.7% | +145.3% | +67.0% |
| All | +81.2% | -49.8% | +131.0% | +96.2% |
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