+139.8%
CBOE vs MNDY
-76.8%
+216.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.3% |
| 7D | -5.8% | -4.6% | -1.2% | -5.7% |
| 30D | -3.1% | +1.0% | -4.2% | -3.2% |
| 3M | -4.8% | +9.1% | -13.9% | -5.0% |
| 6M | -0.6% | +14.2% | -14.8% | -1.1% |
| YTD | +12.8% | -41.1% | +53.9% | +13.4% |
| 1Y | +19.8% | -54.7% | +74.5% | +20.9% |
| 3Y | +86.9% | -50.6% | +137.5% | +83.0% |
| All | +139.8% | -76.8% | +216.7% | +138.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling