+36.1%
DD vs MNDY
-53.2%
+89.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -2.3% |
| 7D | -3.8% | -14.1% | +10.3% | -2.4% |
| 30D | -9.2% | -8.5% | -0.8% | -8.7% |
| 3M | -9.0% | -2.5% | -6.4% | -9.3% |
| 6M | -5.0% | +0.1% | -5.0% | -6.2% |
| YTD | +7.4% | -45.0% | +52.4% | +12.6% |
| 1Y | +35.1% | -58.1% | +93.2% | +45.4% |
| 3Y | +43.2% | -52.6% | +95.8% | +48.6% |
| 5Y | +59.6% | -79.3% | +138.9% | +56.8% |
| All | +36.1% | -53.2% | +89.2% | +42.4% |
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