+51.2%
ICE vs MNDY
-51.7%
+102.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.1% | +6.0% | -1.5% |
| 7D | -1.2% | -13.3% | +12.2% | 0.0% |
| 30D | +5.0% | -10.2% | +15.1% | +5.8% |
| 3M | +13.9% | -0.1% | +14.0% | +13.5% |
| 6M | -4.4% | +6.3% | -10.7% | -5.6% |
| YTD | -1.9% | -43.3% | +41.4% | +1.4% |
| 1Y | -8.1% | -56.1% | +48.0% | -3.3% |
| 3Y | +42.5% | -51.1% | +93.6% | +44.2% |
| 5Y | +40.6% | -78.5% | +119.1% | +37.5% |
| All | +51.2% | -51.7% | +102.9% | +48.8% |
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 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