+38.4%
DASH vs MNDY
-51.7%
+90.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -8.1% | +2.8% | -2.6% |
| 7D | -11.2% | -13.3% | +2.1% | -6.8% |
| 30D | -7.3% | -10.2% | +2.8% | -4.5% |
| 3M | +31.4% | -0.1% | +31.6% | +29.6% |
| 6M | +11.9% | +6.3% | +5.6% | +6.7% |
| YTD | -11.5% | -43.3% | +31.8% | +2.7% |
| 1Y | -20.0% | -56.1% | +36.1% | +0.6% |
| 3Y | +143.9% | -51.1% | +195.1% | +158.3% |
| 5Y | -0.2% | -78.5% | +78.3% | -2.1% |
| All | +38.4% | -51.7% | +90.1% | +27.7% |
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 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