+35.2%
CMS vs MNDY
-52.1%
+87.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.1% | +8.6% | +0.4% |
| 7D | +1.2% | -13.3% | +14.5% | +1.0% |
| 30D | -3.2% | -10.2% | +7.0% | -3.3% |
| 3M | -2.2% | -0.1% | -2.1% | -2.2% |
| 6M | -9.4% | +6.3% | -15.7% | -9.1% |
| YTD | +0.7% | -43.3% | +44.0% | +0.3% |
| 1Y | +0.4% | -56.1% | +56.5% | -0.2% |
| 3Y | +35.2% | -51.1% | +86.3% | +32.3% |
| All | +35.2% | -52.1% | +87.3% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling