+109.6%
HCA vs MNDY
-50.8%
+160.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.2% | -0.4% |
| 7D | +2.9% | -12.5% | +15.4% | +3.5% |
| 30D | +2.4% | -2.6% | +5.0% | +2.4% |
| 3M | +13.0% | +4.2% | +8.8% | +12.6% |
| 6M | -21.4% | +9.8% | -31.1% | -22.0% |
| YTD | -9.5% | -42.3% | +32.8% | -7.6% |
| 1Y | +7.5% | -54.5% | +62.1% | +11.0% |
| 3Y | +57.6% | -50.3% | +107.8% | +57.2% |
| 5Y | +71.1% | -77.1% | +148.2% | +60.6% |
| All | +109.6% | -50.8% | +160.4% | +125.9% |
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