+91.6%
FROG vs MNDY
-47.4%
+139.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.4% | +3.1% | -1.2% |
| 7D | -11.3% | -9.6% | -1.7% | -8.3% |
| 30D | +3.6% | -0.4% | +4.1% | +3.7% |
| 3M | +1.7% | +4.3% | -2.6% | -0.6% |
| 6M | +123.5% | +19.8% | +103.7% | +107.4% |
| YTD | +40.2% | -38.3% | +78.5% | +58.9% |
| 1Y | +81.0% | -50.1% | +131.1% | +117.3% |
| 3Y | +194.8% | -48.4% | +243.2% | +221.9% |
| 5Y | +131.8% | -76.0% | +207.8% | +147.5% |
| All | +91.6% | -47.4% | +139.0% | +80.9% |
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