+77.4%
IBM vs MNDY
-52.8%
+130.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.1% | +6.4% | +3.9% |
| 7D | +3.6% | -14.1% | +17.7% | +5.9% |
| 30D | +1.5% | -8.5% | +10.0% | +2.6% |
| 3M | -12.9% | -2.5% | -10.4% | -12.8% |
| 6M | -3.9% | +0.1% | -4.0% | -4.5% |
| YTD | -17.3% | -45.0% | +27.7% | -14.0% |
| 1Y | -5.0% | -58.1% | +53.1% | +0.9% |
| All | +77.4% | -52.8% | +130.2% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling