+130.3%
CART vs MNDY
-50.1%
+180.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.5% |
| 7D | +1.3% | -11.3% | +12.6% | +3.0% |
| 30D | +19.2% | -10.8% | +30.0% | +20.9% |
| 3M | +17.6% | -17.3% | +34.8% | +20.2% |
| 6M | +47.4% | +15.2% | +32.1% | +43.9% |
| YTD | +30.9% | -47.1% | +78.0% | +38.8% |
| 1Y | +46.0% | -51.4% | +97.4% | +56.1% |
| 3Y | +130.3% | -49.6% | +179.9% | +141.9% |
| All | +130.3% | -50.1% | +180.4% | +141.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling