+33.5%
CL vs MNDY
-55.2%
+88.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.1% |
| 7D | -0.8% | -19.8% | +19.0% | -0.8% |
| 30D | +9.5% | -8.4% | +17.9% | +9.5% |
| 3M | +6.8% | -11.2% | +18.0% | +6.8% |
| 6M | +14.3% | +0.9% | +13.3% | +14.5% |
| YTD | +27.0% | -47.4% | +74.4% | +26.5% |
| 1Y | +26.3% | -53.0% | +79.3% | +25.7% |
| 3Y | +39.3% | -44.6% | +83.9% | +38.6% |
| 5Y | +41.5% | -78.7% | +120.2% | +37.4% |
| All | +33.5% | -55.2% | +88.7% | +34.9% |
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 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