+61.1%
CSX vs MNDY
-53.2%
+114.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -1.1% |
| 7D | -0.6% | -14.1% | +13.5% | +0.3% |
| 30D | -3.2% | -8.5% | +5.2% | -2.8% |
| 3M | +2.6% | -2.5% | +5.1% | +2.4% |
| 6M | +19.8% | +0.1% | +19.8% | +19.0% |
| YTD | +34.7% | -45.0% | +79.7% | +38.8% |
| 1Y | +52.1% | -58.1% | +110.3% | +59.6% |
| 3Y | +68.4% | -52.6% | +121.1% | +71.9% |
| 5Y | +65.1% | -79.3% | +144.4% | +63.9% |
| All | +61.1% | -53.2% | +114.2% | +70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling