-54.7%
MNDY vs RJF
+117.0%
-171.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.4% | -2.6% |
| 7D | -14.1% | -0.3% | -13.8% | -13.8% |
| 30D | -8.5% | -2.0% | -6.5% | -7.1% |
| 3M | -2.5% | +16.3% | -18.9% | -12.5% |
| 6M | +0.1% | +16.9% | -16.8% | -11.1% |
| YTD | -45.0% | +10.4% | -55.5% | -49.5% |
| 1Y | -58.1% | +7.4% | -65.5% | -60.7% |
| 3Y | -52.6% | +72.2% | -124.8% | -69.3% |
| 5Y | -79.3% | +105.1% | -184.4% | -87.2% |
| All | -54.7% | +117.0% | -171.6% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling