-56.3%
JD vs MNDY
-55.5%
-0.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -4.0% | -17.9% | +13.9% | -1.3% |
| 30D | +2.7% | -9.0% | +11.7% | +3.7% |
| 3M | -13.0% | -10.4% | -2.7% | -12.6% |
| 6M | -12.7% | +7.0% | -19.7% | -15.4% |
| YTD | -0.8% | -47.8% | +47.0% | +6.7% |
| 1Y | -8.9% | -51.6% | +42.7% | -0.9% |
| 3Y | +17.0% | -45.0% | +62.1% | +15.0% |
| 5Y | -63.5% | -78.8% | +15.3% | -65.2% |
| All | -56.3% | -55.5% | -0.8% | -55.8% |
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 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