+93.9%
FROG vs MNDY
-50.8%
+144.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.0% | -3.5% | -0.1% |
| 7D | -2.2% | -12.5% | +10.3% | +2.0% |
| 30D | +3.0% | -2.6% | +5.6% | +3.6% |
| 3M | +10.3% | +4.2% | +6.1% | +7.7% |
| 6M | +116.7% | +9.8% | +106.9% | +106.4% |
| YTD | +41.9% | -42.3% | +84.2% | +64.1% |
| 1Y | +78.5% | -54.5% | +133.1% | +120.7% |
| 3Y | +224.1% | -50.3% | +274.4% | +257.4% |
| 5Y | +142.4% | -77.1% | +219.5% | +163.4% |
| All | +93.9% | -50.8% | +144.7% | +86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling