+84.3%
FERG vs MNDY
-51.7%
+135.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.1% | +7.2% | -0.1% |
| 7D | +3.4% | -13.3% | +16.7% | +4.8% |
| 30D | -11.5% | -10.2% | -1.4% | -10.8% |
| 3M | +1.3% | -0.1% | +1.4% | +0.7% |
| 6M | -1.0% | +6.3% | -7.3% | -2.7% |
| YTD | +3.2% | -43.3% | +46.5% | +7.9% |
| 1Y | -3.0% | -56.1% | +53.2% | +4.0% |
| 3Y | +55.0% | -51.1% | +106.2% | +60.7% |
| 5Y | +72.6% | -78.5% | +151.1% | +71.2% |
| All | +84.3% | -51.7% | +135.9% | +100.3% |
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