-100.0%
DFNS vs MNDY
-78.9%
-21.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.7% | -5.2% |
| 7D | -6.0% | -11.3% | +5.3% | -8.3% |
| 30D | -71.2% | -10.8% | -60.4% | -71.9% |
| 3M | -94.5% | -17.3% | -77.3% | -94.7% |
| 6M | -96.5% | +15.2% | -111.8% | -96.3% |
| YTD | -99.6% | -47.1% | -52.5% | -99.7% |
| 1Y | -99.7% | -51.4% | -48.3% | -99.8% |
| 3Y | -100.0% | -49.6% | -50.4% | -100.0% |
| All | -100.0% | -78.9% | -21.1% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling