+3.4%
ES vs MNDY
-53.2%
+56.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.4% |
| 7D | 0.0% | -14.1% | +14.1% | +0.3% |
| 30D | -1.0% | -8.5% | +7.4% | -0.9% |
| 3M | +1.5% | -2.5% | +4.0% | +1.4% |
| 6M | -3.5% | +0.1% | -3.5% | -3.7% |
| YTD | +7.0% | -45.0% | +52.0% | +8.1% |
| 1Y | +15.3% | -58.1% | +73.4% | +17.2% |
| 3Y | +30.2% | -52.6% | +82.8% | +31.2% |
| 5Y | -4.3% | -79.3% | +75.0% | -7.1% |
| All | +3.4% | -53.2% | +56.6% | +11.2% |
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