+4.3%
ES vs MNDY
-47.4%
+51.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.8% | -0.5% |
| 7D | +0.3% | -9.6% | +9.9% | +0.5% |
| 30D | -2.0% | -0.4% | -1.5% | -2.0% |
| 3M | +1.7% | +4.3% | -2.6% | +1.5% |
| 6M | -3.5% | +19.8% | -23.3% | -4.0% |
| YTD | +7.9% | -38.3% | +46.2% | +8.8% |
| 1Y | +17.2% | -50.1% | +67.2% | +18.7% |
| 3Y | +29.3% | -48.4% | +77.7% | +30.1% |
| 5Y | -5.7% | -76.0% | +70.3% | -8.5% |
| All | +4.3% | -47.4% | +51.7% | +11.9% |
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