-30.8%
COMP vs MNDY
-49.2%
+18.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -6.3% | +17.0% | +13.1% |
| 7D | +13.4% | -8.0% | +21.5% | +16.8% |
| 30D | +11.1% | +5.3% | +5.8% | +8.7% |
| 3M | -18.8% | +0.4% | -19.3% | -20.4% |
| 6M | +10.5% | +18.9% | -8.4% | -0.5% |
| YTD | -3.4% | -40.4% | +37.0% | +10.2% |
| 1Y | +19.7% | -51.4% | +71.1% | +47.1% |
| 3Y | +381.6% | -32.3% | +413.9% | +311.0% |
| 5Y | -17.6% | -74.9% | +57.3% | -22.0% |
| All | -30.8% | -49.2% | +18.4% | -38.7% |
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