+222.4%
FROG vs MNDY
-51.3%
+273.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.1% | +7.1% | +1.6% |
| 7D | -5.5% | -13.3% | +7.8% | -1.3% |
| 30D | -3.1% | -10.2% | +7.0% | 0.0% |
| 3M | +1.2% | -0.1% | +1.3% | +0.4% |
| 6M | +113.7% | +6.3% | +107.4% | +106.3% |
| YTD | +38.9% | -43.3% | +82.2% | +60.0% |
| 1Y | +72.0% | -56.1% | +128.1% | +111.8% |
| All | +222.4% | -51.3% | +273.7% | +299.5% |
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 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