+64.5%
FITB vs MNDY
-49.8%
+114.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.4% | +0.4% |
| 7D | -0.3% | -4.6% | +4.4% | +0.1% |
| 30D | -5.7% | +1.0% | -6.7% | -6.0% |
| 3M | +3.2% | +9.1% | -6.0% | +1.8% |
| 6M | +23.4% | +14.2% | +9.2% | +20.4% |
| YTD | +18.8% | -41.1% | +59.9% | +23.2% |
| 1Y | +25.0% | -54.7% | +79.7% | +32.7% |
| 3Y | +131.2% | -50.6% | +181.8% | +137.6% |
| 5Y | +70.7% | -76.7% | +147.3% | +65.9% |
| All | +64.5% | -49.8% | +114.3% | +69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling