+97.5%
IBM vs MNDY
-51.7%
+149.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.1% | +6.9% | -0.5% |
| 7D | +0.3% | -13.3% | +13.6% | +1.4% |
| 30D | -1.5% | -10.2% | +8.7% | -0.8% |
| 3M | -16.8% | -0.1% | -16.7% | -16.8% |
| 6M | -9.0% | +6.3% | -15.3% | -9.6% |
| YTD | -20.1% | -43.3% | +23.2% | -18.4% |
| 1Y | -7.0% | -56.1% | +49.1% | -4.2% |
| 3Y | +72.4% | -51.1% | +123.5% | +76.1% |
| 5Y | +112.0% | -78.5% | +190.5% | +109.2% |
| All | +97.5% | -51.7% | +149.2% | +109.9% |
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