+111.9%
FFIV vs MNDY
-49.8%
+161.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.4% | +3.0% |
| 7D | +5.4% | -4.6% | +10.1% | +6.1% |
| 30D | -2.7% | +1.0% | -3.7% | -3.1% |
| 3M | +4.5% | +9.1% | -4.6% | +2.3% |
| 6M | +42.2% | +14.2% | +28.0% | +37.2% |
| YTD | +61.3% | -41.1% | +102.4% | +70.5% |
| 1Y | +23.0% | -54.7% | +77.8% | +34.7% |
| 3Y | +156.3% | -50.6% | +206.8% | +165.4% |
| 5Y | +102.9% | -76.7% | +179.5% | +100.5% |
| All | +111.9% | -49.8% | +161.8% | +119.2% |
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