-20.1%
BURL vs MNDY
-55.0%
+34.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -3.8% |
| 7D | -1.6% | -11.3% | +9.7% | +0.1% |
| 30D | -7.7% | -10.8% | +3.1% | -6.4% |
| 3M | -31.7% | -17.3% | -14.4% | -30.3% |
| 6M | -15.2% | +15.2% | -30.4% | -18.9% |
| YTD | -15.9% | -47.1% | +31.2% | -9.8% |
| 1Y | -14.2% | -51.4% | +37.2% | -6.7% |
| 3Y | +93.5% | -49.6% | +143.1% | +95.4% |
| 5Y | -9.9% | -78.6% | +68.7% | -12.3% |
| All | -20.1% | -55.0% | +34.9% | -19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling