-23.5%
EFX vs MNDY
-53.2%
+29.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.5% |
| 7D | -9.4% | -14.1% | +4.7% | -7.0% |
| 30D | -6.9% | -8.5% | +1.6% | -5.6% |
| 3M | +0.1% | -2.5% | +2.7% | +0.4% |
| 6M | -17.3% | +0.1% | -17.4% | -18.0% |
| YTD | -21.8% | -45.0% | +23.2% | -15.6% |
| 1Y | -32.5% | -58.1% | +25.6% | -24.5% |
| 3Y | -12.3% | -52.6% | +40.3% | -7.9% |
| 5Y | -36.6% | -79.3% | +42.7% | -36.2% |
| All | -23.5% | -53.2% | +29.6% | -16.6% |
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