+152.1%
JPM vs MNDY
-53.2%
+205.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.6% |
| 7D | -0.4% | -14.1% | +13.7% | +0.6% |
| 30D | -1.4% | -8.5% | +7.1% | -0.9% |
| 3M | +13.9% | -2.5% | +16.5% | +13.7% |
| 6M | +23.5% | +0.1% | +23.5% | +22.4% |
| YTD | +11.6% | -45.0% | +56.7% | +15.5% |
| 1Y | +21.4% | -58.1% | +79.5% | +27.9% |
| 3Y | +163.4% | -52.6% | +216.1% | +170.8% |
| 5Y | +152.5% | -79.3% | +231.8% | +147.8% |
| All | +152.1% | -53.2% | +205.2% | +162.7% |
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