+5.7%
ES vs MNDY
-55.5%
+61.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +0.9% |
| 7D | -1.1% | -17.9% | +16.8% | -0.7% |
| 30D | +8.2% | -9.0% | +17.2% | +8.4% |
| 3M | +0.6% | -10.4% | +11.0% | +0.7% |
| 6M | +6.0% | +7.0% | -1.0% | +5.7% |
| YTD | +9.3% | -47.8% | +57.1% | +10.5% |
| 1Y | +1.1% | -51.6% | +52.7% | +2.4% |
| 3Y | +51.9% | -45.0% | +96.9% | +52.7% |
| 5Y | +6.5% | -78.8% | +85.3% | +3.5% |
| All | +5.7% | -55.5% | +61.2% | +13.7% |
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 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