-16.0%
EWZ vs MNDY
-10.7%
-5.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -1.2% |
| 7D | +1.3% | -18.4% | +19.7% | +2.1% |
| 30D | -26.2% | -14.1% | -12.0% | -25.4% |
| 3M | -8.6% | -13.8% | +5.2% | -8.2% |
| All | -16.0% | -10.7% | -5.4% | -16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling