+60.6%
FHN vs MNDY
-51.7%
+112.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.1% | +7.0% | -0.4% |
| 7D | +2.7% | -13.3% | +16.0% | +3.8% |
| 30D | -3.1% | -10.2% | +7.1% | -2.5% |
| 3M | +2.3% | -0.1% | +2.5% | +1.9% |
| 6M | +9.7% | +6.3% | +3.4% | +8.1% |
| YTD | +4.7% | -43.3% | +48.0% | +8.5% |
| 1Y | +13.8% | -56.1% | +69.9% | +20.2% |
| 3Y | +131.6% | -51.1% | +182.7% | +141.9% |
| 5Y | +91.1% | -78.5% | +169.6% | +94.2% |
| All | +60.6% | -51.7% | +112.2% | +69.5% |
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 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