-99.9%
DFNS vs MNDY
-51.7%
-48.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.1% | +7.3% | -2.4% |
| 7D | +0.8% | -13.3% | +14.1% | -2.1% |
| 30D | -73.2% | -10.2% | -63.1% | -73.6% |
| 3M | -72.4% | -0.1% | -72.3% | -72.7% |
| 6M | -95.2% | +6.3% | -101.5% | -95.2% |
| YTD | -98.0% | -43.3% | -54.7% | -98.3% |
| 1Y | -98.3% | -56.1% | -42.1% | -98.7% |
| 3Y | -99.9% | -51.1% | -48.7% | -99.9% |
| 5Y | -99.9% | -78.5% | -21.4% | -99.9% |
| All | -99.9% | -51.7% | -48.2% | -99.9% |
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 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