+76.1%
CME vs MNDY
-78.9%
+155.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.7% |
| 7D | -0.6% | -14.1% | +13.5% | -0.3% |
| 30D | +4.7% | -8.5% | +13.2% | +4.8% |
| 3M | +7.8% | -2.5% | +10.4% | +7.8% |
| 6M | -11.0% | +0.1% | -11.0% | -11.2% |
| YTD | +4.0% | -45.0% | +49.1% | +4.9% |
| 1Y | +9.1% | -58.1% | +67.2% | +10.6% |
| 3Y | +52.3% | -52.6% | +104.9% | +50.4% |
| 5Y | +76.1% | -79.3% | +155.4% | +72.8% |
| All | +76.1% | -78.9% | +155.0% | +72.8% |
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