+85.1%
CME vs MNDY
-55.0%
+140.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.8% |
| 7D | +3.9% | -11.3% | +15.2% | +4.2% |
| 30D | +11.3% | -10.8% | +22.2% | +11.6% |
| 3M | +19.6% | -17.3% | +36.8% | +19.9% |
| 6M | +8.1% | +15.2% | -7.1% | +7.8% |
| YTD | +20.4% | -47.1% | +67.5% | +21.2% |
| 1Y | +16.5% | -51.4% | +67.9% | +17.4% |
| 3Y | +66.4% | -49.6% | +116.1% | +64.3% |
| 5Y | +74.5% | -78.6% | +153.0% | +67.3% |
| All | +85.1% | -55.0% | +140.1% | +85.2% |
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 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