-24.6%
COMP vs MNDY
-47.4%
+22.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.4% | +7.0% | +3.0% |
| 7D | +1.4% | -9.6% | +10.9% | +5.1% |
| 30D | -13.3% | -0.4% | -12.9% | -13.9% |
| 3M | +41.1% | +4.3% | +36.8% | +36.3% |
| 6M | +17.2% | +19.8% | -2.6% | +4.9% |
| YTD | +5.2% | -38.3% | +43.5% | +19.6% |
| 1Y | +18.9% | -50.1% | +69.0% | +44.8% |
| 3Y | +215.9% | -48.4% | +264.3% | +213.1% |
| 5Y | -31.2% | -76.0% | +44.8% | -34.8% |
| All | -24.6% | -47.4% | +22.8% | -33.5% |
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