+63.8%
FITB vs MNDY
-51.7%
+115.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.1% | +7.5% | +0.1% |
| 7D | +2.8% | -13.3% | +16.1% | +4.1% |
| 30D | -4.5% | -10.2% | +5.6% | -3.8% |
| 3M | +5.7% | -0.1% | +5.8% | +5.1% |
| 6M | +17.1% | +6.3% | +10.8% | +15.1% |
| YTD | +18.3% | -43.3% | +61.6% | +23.2% |
| 1Y | +23.9% | -56.1% | +80.0% | +31.9% |
| 3Y | +131.1% | -51.1% | +182.2% | +137.8% |
| 5Y | +71.1% | -78.5% | +149.6% | +66.5% |
| All | +63.8% | -51.7% | +115.5% | +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 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