+69.8%
FITB vs MNDY
-77.7%
+147.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.6% | -0.1% |
| 7D | -1.0% | -12.5% | +11.5% | +0.3% |
| 30D | -5.5% | -2.6% | -2.9% | -5.5% |
| 3M | +4.1% | +4.2% | -0.1% | +3.0% |
| 6M | +18.7% | +9.8% | +9.0% | +16.0% |
| YTD | +18.2% | -42.3% | +60.4% | +23.5% |
| 1Y | +23.7% | -54.5% | +78.2% | +32.3% |
| 3Y | +130.8% | -50.3% | +181.0% | +137.0% |
| 5Y | +69.8% | -77.1% | +146.9% | +69.1% |
| All | +69.8% | -77.7% | +147.4% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling