+295.1%
CAT vs MNDY
-47.4%
+342.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.4% | +8.2% | +2.0% |
| 7D | +1.7% | -9.6% | +11.3% | +2.2% |
| 30D | -6.6% | -0.4% | -6.1% | -6.7% |
| 3M | -13.3% | +4.3% | -17.6% | -13.7% |
| 6M | +11.6% | +19.8% | -8.2% | +9.6% |
| YTD | +42.9% | -38.3% | +81.2% | +46.8% |
| 1Y | +95.4% | -50.1% | +145.5% | +103.4% |
| 3Y | +196.6% | -48.4% | +245.0% | +205.8% |
| 5Y | +321.7% | -76.0% | +397.7% | +316.2% |
| All | +295.1% | -47.4% | +342.5% | +315.6% |
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