-18.3%
DPZ vs MNDY
-47.4%
+29.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.4% | +4.7% | -1.0% |
| 7D | -2.5% | -9.6% | +7.0% | -1.4% |
| 30D | -7.0% | -0.4% | -6.5% | -7.2% |
| 3M | +11.6% | +4.3% | +7.3% | +10.5% |
| 6M | -15.2% | +19.8% | -35.0% | -17.8% |
| YTD | -17.2% | -38.3% | +21.0% | -13.9% |
| 1Y | -24.8% | -50.1% | +25.2% | -20.3% |
| 3Y | -8.7% | -48.4% | +39.8% | -6.9% |
| 5Y | -28.9% | -76.0% | +47.1% | -29.3% |
| All | -18.3% | -47.4% | +29.1% | -16.9% |
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