+67.5%
DIA vs MNDY
-51.7%
+119.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.1% | +7.0% | -0.5% |
| 7D | +0.1% | -13.3% | +13.4% | +1.1% |
| 30D | -2.1% | -10.2% | +8.1% | -1.4% |
| 3M | +4.2% | -0.1% | +4.3% | +3.8% |
| 6M | +11.9% | +6.3% | +5.6% | +10.5% |
| YTD | +10.8% | -43.3% | +54.1% | +14.5% |
| 1Y | +17.5% | -56.1% | +73.6% | +23.5% |
| 3Y | +59.9% | -51.1% | +111.1% | +63.6% |
| 5Y | +64.1% | -78.5% | +142.6% | +62.0% |
| All | +67.5% | -51.7% | +119.2% | +74.7% |
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