+58.8%
EWJ vs MNDY
-53.2%
+112.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.8% |
| 7D | +1.0% | -14.1% | +15.1% | +2.0% |
| 30D | +1.0% | -8.5% | +9.5% | +1.4% |
| 3M | +7.2% | -2.5% | +9.8% | +7.0% |
| 6M | +13.9% | +0.1% | +13.8% | +12.9% |
| YTD | +20.8% | -45.0% | +65.8% | +25.0% |
| 1Y | +26.4% | -58.1% | +84.5% | +33.2% |
| 3Y | +71.8% | -52.6% | +124.4% | +75.6% |
| 5Y | +49.9% | -79.3% | +129.1% | +48.7% |
| All | +58.8% | -53.2% | +112.0% | +61.3% |
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