-51.5%
MNDY vs RJF
+114.5%
-165.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -4.6% | -2.7% | -1.9% | -2.7% |
| 30D | +1.0% | -4.3% | +5.3% | +4.2% |
| 3M | +9.1% | +15.7% | -6.6% | -1.7% |
| 6M | +14.2% | +17.8% | -3.6% | +0.8% |
| YTD | -41.1% | +9.2% | -50.3% | -45.5% |
| 1Y | -54.7% | +2.8% | -57.5% | -56.2% |
| 3Y | -50.6% | +69.5% | -120.0% | -67.6% |
| 5Y | -76.7% | +105.9% | -182.6% | -85.4% |
| All | -51.5% | +114.5% | -165.9% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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