+101.0%
FFIV vs MNDY
-47.4%
+148.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.0% | +0.5% |
| 7D | -1.0% | -9.6% | +8.6% | +0.5% |
| 30D | -5.1% | -0.4% | -4.7% | -5.4% |
| 3M | -4.5% | +4.3% | -8.8% | -5.8% |
| 6M | +36.5% | +19.8% | +16.7% | +30.8% |
| YTD | +53.0% | -38.3% | +91.3% | +60.7% |
| 1Y | +24.2% | -50.1% | +74.3% | +34.1% |
| 3Y | +137.2% | -48.4% | +185.6% | +144.4% |
| 5Y | +91.8% | -76.0% | +167.8% | +88.2% |
| All | +101.0% | -47.4% | +148.4% | +106.7% |
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