+33.9%
DTE vs MNDY
-49.8%
+83.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.3% |
| 7D | -2.6% | -4.6% | +2.1% | -2.6% |
| 30D | -4.4% | +1.0% | -5.4% | -4.4% |
| 3M | -8.3% | +9.1% | -17.5% | -8.4% |
| 6M | -8.1% | +14.2% | -22.3% | -8.1% |
| YTD | +4.4% | -41.1% | +45.6% | +4.8% |
| 1Y | +0.2% | -54.7% | +54.9% | +0.6% |
| 3Y | +42.6% | -50.6% | +93.2% | +42.7% |
| 5Y | +31.5% | -76.7% | +108.1% | +28.2% |
| All | +33.9% | -49.8% | +83.7% | +37.7% |
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 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