+40.0%
ICE vs MNDY
-77.7%
+117.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -0.9% |
| 7D | -5.3% | -12.5% | +7.2% | -4.2% |
| 30D | +3.0% | -2.6% | +5.6% | +3.1% |
| 3M | +11.4% | +4.2% | +7.2% | +10.6% |
| 6M | -2.0% | +9.8% | -11.8% | -3.7% |
| YTD | -3.1% | -42.3% | +39.2% | +0.3% |
| 1Y | -8.4% | -54.5% | +46.2% | -3.4% |
| 3Y | +40.7% | -50.3% | +91.0% | +42.0% |
| 5Y | +40.0% | -77.1% | +117.1% | +38.7% |
| All | +40.0% | -77.7% | +117.6% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling