+141.9%
FROG vs MNDY
-55.5%
+197.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +48.2% | -17.9% | +66.1% | +56.3% |
| 30D | +11.4% | -9.0% | +20.4% | +13.3% |
| 3M | +28.5% | -10.4% | +38.9% | +30.6% |
| 6M | +63.7% | +7.0% | +56.7% | +56.1% |
| YTD | +77.1% | -47.8% | +124.9% | +107.9% |
| 1Y | +79.3% | -51.6% | +130.9% | +115.3% |
| 3Y | +323.8% | -45.0% | +368.8% | +346.0% |
| 5Y | +198.9% | -78.8% | +277.7% | +230.4% |
| All | +141.9% | -55.5% | +197.4% | +136.7% |
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