+65.8%
DECK vs MNDY
-55.9%
+121.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +0.1% |
| 7D | +6.8% | -18.4% | +25.2% | +10.5% |
| 30D | +8.3% | -14.1% | +22.5% | +10.9% |
| 3M | -7.9% | -13.8% | +6.0% | -6.4% |
| 6M | -10.6% | +6.0% | -16.6% | -13.3% |
| YTD | -13.4% | -48.2% | +34.8% | -5.5% |
| 1Y | +12.5% | -54.0% | +66.5% | +25.5% |
| 3Y | -14.9% | -45.5% | +30.6% | -12.7% |
| 5Y | +27.5% | -78.2% | +105.7% | +29.5% |
| All | +65.8% | -55.9% | +121.7% | +77.9% |
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