+246.9%
FTNT vs MNDY
-50.8%
+297.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.0% | -4.0% | -0.1% |
| 7D | +1.6% | -12.5% | +14.1% | +4.6% |
| 30D | -1.9% | -2.6% | +0.8% | -1.5% |
| 3M | +14.4% | +4.2% | +10.1% | +12.1% |
| 6M | +88.7% | +9.8% | +78.9% | +81.6% |
| YTD | +100.0% | -42.3% | +142.3% | +120.4% |
| 1Y | +99.9% | -54.5% | +154.4% | +131.1% |
| 3Y | +147.9% | -50.3% | +198.2% | +162.5% |
| 5Y | +155.8% | -77.1% | +232.9% | +169.8% |
| All | +246.9% | -50.8% | +297.7% | +289.2% |
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