+37.4%
DLR vs MNDY
-49.8%
+87.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.2% | +1.5% |
| 7D | +0.1% | -4.6% | +4.7% | +0.5% |
| 30D | -4.3% | +1.0% | -5.3% | -4.7% |
| 3M | +3.8% | +9.1% | -5.3% | +2.2% |
| 6M | +5.8% | +14.2% | -8.4% | +2.9% |
| YTD | +23.5% | -41.1% | +64.7% | +28.9% |
| 1Y | +11.1% | -54.7% | +65.8% | +19.1% |
| 3Y | +57.9% | -50.6% | +108.4% | +61.9% |
| 5Y | +44.0% | -76.7% | +120.6% | +41.9% |
| All | +37.4% | -49.8% | +87.3% | +42.2% |
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