-52.2%
ILMN vs MNDY
-55.5%
+3.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | +0.7% | -17.9% | +18.6% | +3.9% |
| 30D | -22.7% | -9.0% | -13.7% | -22.0% |
| 3M | +8.6% | -10.4% | +19.0% | +9.1% |
| 6M | +43.8% | +7.0% | +36.8% | +38.3% |
| YTD | +59.8% | -47.8% | +107.6% | +72.7% |
| 1Y | +71.8% | -51.6% | +123.4% | +88.0% |
| 3Y | +119.0% | -45.0% | +164.0% | +117.3% |
| 5Y | -43.8% | -78.8% | +35.0% | -46.0% |
| All | -52.2% | -55.5% | +3.3% | -53.6% |
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