+21.0%
ITW vs MNDY
-49.4%
+70.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.8% | +1.0% |
| 7D | -0.7% | -4.6% | +3.9% | -0.5% |
| 30D | -8.3% | +1.0% | -9.4% | -8.5% |
| 3M | +6.0% | +9.1% | -3.1% | +5.4% |
| 6M | 0.0% | +14.2% | -14.2% | -1.1% |
| YTD | +10.2% | -41.1% | +51.4% | +13.5% |
| 1Y | +3.2% | -54.7% | +57.9% | +8.1% |
| 3Y | +21.0% | -50.6% | +71.5% | +26.3% |
| All | +21.0% | -49.4% | +70.4% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling