+39.5%
FIVE vs MNDY
-78.2%
+117.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.1% | +8.9% | +2.2% |
| 7D | +3.7% | -13.3% | +17.0% | +6.2% |
| 30D | +4.0% | -10.2% | +14.1% | +5.4% |
| 3M | +36.2% | -0.1% | +36.3% | +34.7% |
| 6M | +18.0% | +6.3% | +11.7% | +13.9% |
| YTD | +34.9% | -43.3% | +78.2% | +45.7% |
| 1Y | +67.9% | -56.1% | +124.0% | +89.9% |
| 3Y | +57.3% | -51.1% | +108.4% | +63.2% |
| 5Y | +39.5% | -78.5% | +118.0% | +48.6% |
| All | +39.5% | -78.2% | +117.7% | +48.6% |
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 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