+184.4%
CAT vs MNDY
-55.9%
+240.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.4% | +2.1% | -2.2% |
| 7D | -6.3% | -18.4% | +12.1% | -5.6% |
| 30D | -26.8% | -14.1% | -12.7% | -26.4% |
| 3M | -30.0% | -13.8% | -16.2% | -29.9% |
| 6M | -34.6% | +6.0% | -40.6% | -35.6% |
| YTD | +2.9% | -48.2% | +51.1% | +6.2% |
| 1Y | +3.3% | -54.0% | +57.3% | +7.5% |
| 3Y | +153.7% | -45.5% | +199.2% | +160.1% |
| 5Y | +207.3% | -78.2% | +285.5% | +204.5% |
| All | +184.4% | -55.9% | +240.3% | +200.6% |
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