+45.6%
ADM vs MNDY
-51.7%
+97.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.1% | +8.0% | -0.1% |
| 7D | -0.1% | -13.3% | +13.2% | +0.1% |
| 30D | +11.0% | -10.2% | +21.2% | +11.1% |
| 3M | +6.0% | -0.1% | +6.1% | +5.9% |
| 6M | +26.9% | +6.3% | +20.6% | +26.6% |
| YTD | +50.0% | -43.3% | +93.3% | +50.9% |
| 1Y | +39.6% | -56.1% | +95.7% | +40.9% |
| 3Y | +18.5% | -51.1% | +69.7% | +18.5% |
| 5Y | +62.6% | -78.5% | +141.1% | +56.1% |
| All | +45.6% | -51.7% | +97.3% | +51.3% |
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