-15.8%
FXI vs MNDY
-53.2%
+37.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -1.0% |
| 7D | -2.8% | -14.1% | +11.3% | -1.5% |
| 30D | -5.3% | -8.5% | +3.2% | -4.8% |
| 3M | +0.3% | -2.5% | +2.9% | 0.0% |
| 6M | -4.6% | +0.1% | -4.6% | -5.6% |
| YTD | -9.1% | -45.0% | +35.9% | -5.0% |
| 1Y | -12.0% | -58.1% | +46.1% | -5.8% |
| 3Y | +38.6% | -52.6% | +91.3% | +40.5% |
| 5Y | -6.6% | -79.3% | +72.7% | -9.6% |
| All | -15.8% | -53.2% | +37.3% | -18.7% |
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