+54.9%
ADP vs MNDY
-47.4%
+102.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.4% | +4.3% | -1.4% |
| 7D | -3.4% | -9.6% | +6.1% | -2.5% |
| 30D | +2.8% | -0.4% | +3.2% | +2.7% |
| 3M | +20.9% | +4.3% | +16.6% | +20.1% |
| 6M | +29.9% | +19.8% | +10.1% | +26.9% |
| YTD | +9.6% | -38.3% | +47.9% | +12.6% |
| 1Y | -5.3% | -50.1% | +44.8% | -1.4% |
| 3Y | +16.5% | -48.4% | +64.9% | +17.8% |
| 5Y | +49.4% | -76.0% | +125.4% | +43.9% |
| All | +54.9% | -47.4% | +102.3% | +63.1% |
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