+148.5%
FROG vs MNDY
-55.0%
+203.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.3% |
| 7D | +12.5% | -11.3% | +23.8% | +16.5% |
| 30D | +23.5% | -10.8% | +34.4% | +26.6% |
| 3M | +19.4% | -17.3% | +36.7% | +24.4% |
| 6M | +77.0% | +15.2% | +61.8% | +64.8% |
| YTD | +81.9% | -47.1% | +129.0% | +112.7% |
| 1Y | +90.7% | -51.4% | +142.1% | +128.8% |
| 3Y | +328.5% | -49.6% | +378.1% | +365.3% |
| 5Y | +207.0% | -78.6% | +285.6% | +238.0% |
| All | +148.5% | -55.0% | +203.4% | +142.1% |
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