+57.3%
FIVE vs MNDY
-52.1%
+109.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.1% | +8.9% | +1.7% |
| 7D | +3.7% | -13.3% | +17.0% | +5.2% |
| 30D | +4.0% | -10.2% | +14.1% | +4.9% |
| 3M | +36.2% | -0.1% | +36.3% | +35.2% |
| 6M | +18.0% | +6.3% | +11.7% | +15.3% |
| YTD | +34.9% | -43.3% | +78.2% | +43.4% |
| 1Y | +67.9% | -56.1% | +124.0% | +84.9% |
| 3Y | +57.3% | -51.1% | +108.4% | +79.2% |
| All | +57.3% | -52.1% | +109.4% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling