+60.1%
DECK vs MNDY
-49.2%
+109.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.1% | 0.0% |
| 7D | +5.8% | -8.0% | +13.8% | +7.4% |
| 30D | +7.9% | +5.3% | +2.6% | +6.6% |
| 3M | -11.4% | +0.4% | -11.8% | -12.3% |
| 6M | -16.6% | +18.9% | -35.4% | -20.6% |
| YTD | -16.4% | -40.4% | +24.1% | -10.8% |
| 1Y | +8.6% | -51.4% | +60.1% | +20.2% |
| 3Y | -15.1% | -32.3% | +17.2% | -16.2% |
| 5Y | +22.9% | -74.9% | +97.8% | +22.3% |
| All | +60.1% | -49.2% | +109.3% | +67.8% |
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