+240.8%
FTNT vs MNDY
-49.8%
+290.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.7% | -2.2% |
| 7D | -0.1% | -4.6% | +4.5% | +0.8% |
| 30D | -3.0% | +1.0% | -4.0% | -3.5% |
| 3M | +7.6% | +9.1% | -1.5% | +4.4% |
| 6M | +87.0% | +14.2% | +72.7% | +78.3% |
| YTD | +96.5% | -41.1% | +137.7% | +115.5% |
| 1Y | +92.9% | -54.7% | +147.7% | +123.3% |
| 3Y | +139.8% | -50.6% | +190.4% | +154.4% |
| 5Y | +151.3% | -76.7% | +228.0% | +163.8% |
| All | +240.8% | -49.8% | +290.7% | +280.6% |
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