+34.4%
FIVE vs MNDY
-55.2%
+89.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.4% |
| 7D | -0.5% | -19.8% | +19.3% | +2.9% |
| 30D | +17.4% | -8.4% | +25.8% | +18.6% |
| 3M | +7.0% | -11.2% | +18.3% | +7.8% |
| 6M | +20.5% | +0.9% | +19.5% | +17.5% |
| YTD | +33.1% | -47.4% | +80.5% | +43.5% |
| 1Y | +67.1% | -53.0% | +120.1% | +83.7% |
| 3Y | +41.9% | -44.6% | +86.5% | +42.9% |
| 5Y | +21.1% | -78.7% | +99.7% | +22.2% |
| All | +34.4% | -55.2% | +89.6% | +37.1% |
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 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