+35.2%
FIVE vs MNDY
-47.4%
+82.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.4% | +11.5% | +6.2% |
| 7D | +4.3% | -9.6% | +13.8% | +5.9% |
| 30D | +12.5% | -0.4% | +12.9% | +12.1% |
| 3M | +31.2% | +4.3% | +26.9% | +29.1% |
| 6M | +14.4% | +19.8% | -5.4% | +8.6% |
| YTD | +33.9% | -38.3% | +72.2% | +41.8% |
| 1Y | +65.1% | -50.1% | +115.1% | +80.6% |
| 3Y | +49.0% | -48.4% | +97.4% | +53.8% |
| 5Y | +30.3% | -76.0% | +106.3% | +29.2% |
| All | +35.2% | -47.4% | +82.6% | +35.5% |
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