+84.9%
JNJ vs MNDY
-53.2%
+138.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.8% |
| 7D | -3.0% | -14.1% | +11.2% | -3.1% |
| 30D | +2.5% | -8.5% | +11.0% | +2.4% |
| 3M | +13.2% | -2.5% | +15.8% | +13.2% |
| 6M | +11.3% | +0.1% | +11.2% | +11.5% |
| YTD | +31.1% | -45.0% | +76.2% | +30.4% |
| 1Y | +54.3% | -58.1% | +112.4% | +53.1% |
| 3Y | +81.1% | -52.6% | +133.8% | +79.6% |
| 5Y | +82.7% | -79.3% | +162.0% | +77.5% |
| All | +84.9% | -53.2% | +138.1% | +88.8% |
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 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