+59.6%
CME vs MNDY
-50.8%
+110.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -0.3% |
| 7D | -2.4% | -12.5% | +10.1% | -2.2% |
| 30D | +6.2% | -2.6% | +8.8% | +6.2% |
| 3M | +4.4% | +4.2% | +0.1% | +4.2% |
| 6M | -9.6% | +9.8% | -19.4% | -9.9% |
| YTD | +3.8% | -42.3% | +46.1% | +4.3% |
| 1Y | +9.5% | -54.5% | +64.1% | +10.4% |
| 3Y | +51.9% | -50.3% | +102.2% | +50.2% |
| 5Y | +78.7% | -77.1% | +155.8% | +71.5% |
| All | +59.6% | -50.8% | +110.4% | +59.4% |
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