-4.7%
DT vs MNDY
-47.4%
+42.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.4% | +4.8% | +0.3% |
| 7D | -3.3% | -9.6% | +6.3% | -0.3% |
| 30D | +2.0% | -0.4% | +2.5% | +1.8% |
| 3M | +20.0% | +4.3% | +15.7% | +17.3% |
| 6M | +39.3% | +19.8% | +19.5% | +30.1% |
| YTD | +19.8% | -38.3% | +58.0% | +33.7% |
| 1Y | +4.3% | -50.1% | +54.4% | +22.8% |
| 3Y | +7.7% | -48.4% | +56.1% | +13.9% |
| 5Y | -26.8% | -76.0% | +49.2% | -24.4% |
| All | -4.7% | -47.4% | +42.7% | -3.0% |
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 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