+99.2%
IBM vs MNDY
-50.8%
+150.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.0% | -7.5% | -2.9% |
| 7D | -0.3% | -12.5% | +12.2% | +0.7% |
| 30D | -1.8% | -2.6% | +0.8% | -1.8% |
| 3M | -13.5% | +4.2% | -17.7% | -13.8% |
| 6M | -5.1% | +9.8% | -14.9% | -6.0% |
| YTD | -19.4% | -42.3% | +22.9% | -17.9% |
| 1Y | -6.5% | -54.5% | +48.0% | -4.0% |
| 3Y | +73.8% | -50.3% | +124.1% | +77.3% |
| 5Y | +116.3% | -77.1% | +193.4% | +113.7% |
| All | +99.2% | -50.8% | +150.0% | +111.2% |
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