+63.2%
DECK vs MNDY
-55.2%
+118.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.9% |
| 7D | -0.8% | -19.8% | +19.0% | +3.0% |
| 30D | +4.9% | -8.4% | +13.3% | +6.1% |
| 3M | -5.8% | -11.2% | +5.4% | -4.8% |
| 6M | -8.6% | +0.9% | -9.5% | -10.5% |
| YTD | -14.7% | -47.4% | +32.6% | -7.3% |
| 1Y | +6.9% | -53.0% | +59.9% | +18.7% |
| 3Y | -16.2% | -44.6% | +28.4% | -14.3% |
| 5Y | +25.3% | -78.7% | +103.9% | +26.9% |
| All | +63.2% | -55.2% | +118.3% | +74.6% |
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