+47.2%
FICO vs MNDY
-55.9%
+103.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +1.8% |
| 7D | +0.9% | -18.4% | +19.3% | +4.8% |
| 30D | +9.4% | -14.1% | +23.6% | +12.4% |
| 3M | -30.4% | -13.8% | -16.6% | -28.5% |
| 6M | -35.1% | +6.0% | -41.1% | -36.3% |
| YTD | -56.8% | -48.2% | -8.5% | -52.3% |
| 1Y | -58.4% | -54.0% | -4.4% | -53.2% |
| 3Y | -26.7% | -45.5% | +18.8% | -23.7% |
| 5Y | +88.0% | -78.2% | +166.2% | +89.2% |
| All | +47.2% | -55.9% | +103.1% | +51.6% |
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