+99.1%
FFIV vs MNDY
-78.9%
+178.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.1% | +6.9% | +4.3% |
| 7D | +3.5% | -14.1% | +17.6% | +5.9% |
| 30D | -1.3% | -8.5% | +7.2% | -0.3% |
| 3M | +2.4% | -2.5% | +4.9% | +1.8% |
| 6M | +41.8% | +0.1% | +41.7% | +39.2% |
| YTD | +58.5% | -45.0% | +103.5% | +70.6% |
| 1Y | +24.3% | -58.1% | +82.5% | +39.3% |
| 3Y | +152.0% | -52.6% | +204.7% | +162.5% |
| 5Y | +99.1% | -79.3% | +178.4% | +107.5% |
| All | +99.1% | -78.9% | +178.1% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling