+404.8%
LLY vs MNDY
-50.8%
+455.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.1% | -0.3% |
| 7D | -3.2% | -12.5% | +9.3% | -2.7% |
| 30D | -7.4% | -2.6% | -4.8% | -7.4% |
| 3M | -1.0% | +4.2% | -5.3% | -1.4% |
| 6M | +12.5% | +9.8% | +2.7% | +11.7% |
| YTD | +5.0% | -42.3% | +47.3% | +6.5% |
| 1Y | +49.8% | -54.5% | +104.3% | +52.8% |
| 3Y | +95.5% | -50.3% | +145.7% | +98.4% |
| 5Y | +390.7% | -77.1% | +467.8% | +385.7% |
| All | +404.8% | -50.8% | +455.6% | +444.3% |
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 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