+62.5%
ESI vs MNDY
-51.7%
+114.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.1% | +8.7% | +1.5% |
| 7D | +5.4% | -13.3% | +18.7% | +7.0% |
| 30D | -4.2% | -10.2% | +6.0% | -3.3% |
| 3M | -9.6% | -0.1% | -9.5% | -10.4% |
| 6M | +18.3% | +6.3% | +12.0% | +15.3% |
| YTD | +45.8% | -43.3% | +89.1% | +53.8% |
| 1Y | +39.2% | -56.1% | +95.3% | +51.4% |
| 3Y | +86.3% | -51.1% | +137.4% | +94.1% |
| 5Y | +76.2% | -78.5% | +154.7% | +70.8% |
| All | +62.5% | -51.7% | +114.2% | +68.8% |
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