+25.6%
ADM vs MNDY
-55.0%
+80.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.7% |
| 7D | +4.2% | -11.3% | +15.5% | +4.3% |
| 30D | -12.8% | -10.8% | -2.0% | -12.7% |
| 3M | -8.5% | -17.3% | +8.8% | -8.3% |
| 6M | -10.9% | +15.2% | -26.1% | -11.2% |
| YTD | +29.4% | -47.1% | +76.6% | +30.3% |
| 1Y | +27.5% | -51.4% | +79.0% | +28.5% |
| 3Y | +10.3% | -49.6% | +60.0% | +10.2% |
| 5Y | +27.4% | -78.6% | +105.9% | +22.5% |
| All | +25.6% | -55.0% | +80.6% | +30.6% |
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 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