+34.8%
CARR vs MNDY
-49.8%
+84.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.5% | +1.2% |
| 7D | -3.8% | -4.6% | +0.9% | -3.3% |
| 30D | -8.9% | +1.0% | -9.9% | -9.2% |
| 3M | -17.3% | +9.1% | -26.4% | -18.7% |
| 6M | -1.4% | +14.2% | -15.6% | -4.2% |
| YTD | +10.0% | -41.1% | +51.1% | +15.2% |
| 1Y | -6.4% | -54.7% | +48.4% | +1.1% |
| 3Y | +1.5% | -50.6% | +52.1% | +5.5% |
| 5Y | +9.3% | -76.7% | +86.0% | +6.0% |
| All | +34.8% | -49.8% | +84.7% | +49.5% |
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