+87.8%
FICO vs MNDY
-47.4%
+135.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -6.4% | -10.3% | -15.4% |
| 7D | -19.2% | -9.6% | -9.6% | -17.4% |
| 30D | -14.6% | -0.4% | -14.2% | -14.4% |
| 3M | -20.1% | +4.3% | -24.4% | -20.8% |
| 6M | -36.3% | +19.8% | -56.1% | -38.8% |
| YTD | -44.9% | -38.3% | -6.6% | -40.9% |
| 1Y | -38.6% | -50.1% | +11.5% | -32.3% |
| 3Y | +4.0% | -48.4% | +52.4% | +9.0% |
| 5Y | +99.5% | -76.0% | +175.6% | +95.5% |
| All | +87.8% | -47.4% | +135.2% | +87.7% |
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