+105.0%
DAL vs MNDY
-55.2%
+160.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.2% |
| 7D | +2.3% | -19.8% | +22.1% | +5.2% |
| 30D | +14.3% | -8.4% | +22.7% | +15.3% |
| 3M | +1.3% | -11.2% | +12.5% | +1.9% |
| 6M | +29.3% | +0.9% | +28.3% | +26.6% |
| YTD | +33.0% | -47.4% | +80.4% | +41.8% |
| 1Y | +59.8% | -53.0% | +112.8% | +73.2% |
| 3Y | +177.2% | -44.6% | +221.8% | +182.4% |
| 5Y | +118.4% | -78.7% | +197.0% | +115.8% |
| All | +105.0% | -55.2% | +160.2% | +105.6% |
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