+2.9%
BDX vs MNDY
-50.8%
+53.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.0% | -6.9% | -2.0% |
| 7D | -5.4% | -12.5% | +7.1% | -5.1% |
| 30D | -2.2% | -2.6% | +0.5% | -2.2% |
| 3M | +20.1% | +4.2% | +15.8% | +19.8% |
| 6M | +9.1% | +9.8% | -0.7% | +8.5% |
| YTD | +17.9% | -42.3% | +60.2% | +19.1% |
| 1Y | +22.1% | -54.5% | +76.6% | +24.0% |
| 3Y | -10.5% | -50.3% | +39.7% | -10.2% |
| 5Y | -2.6% | -77.1% | +74.5% | -5.1% |
| All | +2.9% | -50.8% | +53.7% | +3.3% |
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