+111.8%
IBM vs MNDY
-55.0%
+166.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.9% |
| 7D | +1.6% | -11.3% | +12.9% | +2.5% |
| 30D | +9.2% | -10.8% | +20.0% | +10.1% |
| 3M | +4.9% | -17.3% | +22.2% | +6.2% |
| 6M | +16.8% | +15.2% | +1.6% | +15.6% |
| YTD | -14.3% | -47.1% | +32.9% | -12.2% |
| 1Y | -16.7% | -51.4% | +34.7% | -14.4% |
| 3Y | +82.2% | -49.6% | +131.9% | +86.4% |
| 5Y | +149.9% | -78.6% | +228.5% | +147.2% |
| All | +111.8% | -55.0% | +166.7% | +125.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling