+50.8%
ICE vs MNDY
-49.8%
+100.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -0.9% | +0.9% |
| 7D | -2.4% | -4.6% | +2.3% | -2.0% |
| 30D | +4.0% | +1.0% | +3.0% | +3.8% |
| 3M | +13.7% | +9.1% | +4.6% | +12.5% |
| 6M | +0.9% | +14.2% | -13.3% | -0.9% |
| YTD | -2.1% | -41.1% | +39.0% | +0.8% |
| 1Y | -9.5% | -54.7% | +45.2% | -5.0% |
| 3Y | +42.1% | -50.6% | +92.6% | +43.7% |
| 5Y | +41.4% | -76.7% | +118.0% | +37.9% |
| All | +50.8% | -49.8% | +100.7% | +48.0% |
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