+54.4%
EFA vs MNDY
-53.2%
+107.5%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +1.9% | -0.9% |
| 7D | -0.5% | -14.1% | +13.6% | +0.6% |
| 30D | -1.3% | -8.5% | +7.1% | -0.9% |
| 3M | +5.2% | -2.5% | +7.7% | +5.0% |
| 6M | +9.4% | +0.1% | +9.3% | +8.4% |
| YTD | +12.7% | -45.0% | +57.8% | +16.7% |
| 1Y | +19.3% | -58.1% | +77.4% | +25.9% |
| 3Y | +66.3% | -52.6% | +118.9% | +69.4% |
| 5Y | +53.4% | -79.3% | +132.6% | +51.9% |
| All | +54.4% | -53.2% | +107.5% | +58.0% |
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