-25.3%
IT vs MNDY
-51.7%
+26.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -8.1% | +0.7% | -5.8% |
| 7D | -9.1% | -13.3% | +4.2% | -6.5% |
| 30D | -7.0% | -10.2% | +3.1% | -5.1% |
| 3M | +7.6% | -0.1% | +7.7% | +7.8% |
| 6M | +2.1% | +6.3% | -4.2% | +0.8% |
| YTD | -31.6% | -43.3% | +11.7% | -25.5% |
| 1Y | -29.9% | -56.1% | +26.2% | -20.8% |
| 3Y | -51.3% | -51.1% | -0.1% | -48.1% |
| 5Y | -44.8% | -78.5% | +33.7% | -43.0% |
| All | -25.3% | -51.7% | +26.4% | -16.3% |
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