+16.1%
EWZ vs MNDY
-55.9%
+72.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -1.2% |
| 7D | +1.3% | -18.4% | +19.7% | +2.4% |
| 30D | -26.2% | -14.1% | -12.0% | -25.6% |
| 3M | -8.6% | -13.8% | +5.2% | -8.2% |
| 6M | -17.0% | +6.0% | -23.0% | -17.9% |
| YTD | +2.2% | -48.2% | +50.4% | +5.2% |
| 1Y | +2.7% | -54.0% | +56.7% | +6.5% |
| 3Y | +18.2% | -45.5% | +63.7% | +19.5% |
| 5Y | +56.0% | -78.2% | +134.2% | +55.3% |
| All | +16.1% | -55.9% | +72.0% | +20.6% |
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