+62.2%
IR vs MNDY
-47.4%
+109.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.7% | +2.0% |
| 7D | -2.8% | -9.6% | +6.7% | -1.8% |
| 30D | -15.1% | -0.4% | -14.7% | -15.3% |
| 3M | +6.1% | +4.3% | +1.8% | +4.9% |
| 6M | -16.8% | +19.8% | -36.6% | -19.7% |
| YTD | -3.5% | -38.3% | +34.7% | +0.5% |
| 1Y | -3.5% | -50.1% | +46.6% | +2.9% |
| 3Y | +9.5% | -48.4% | +57.9% | +13.0% |
| 5Y | +45.1% | -76.0% | +121.1% | +43.4% |
| All | +62.2% | -47.4% | +109.6% | +80.1% |
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