+92.7%
LLY vs MNDY
-52.8%
+145.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.2% |
| 7D | -3.1% | -14.1% | +11.0% | -2.1% |
| 30D | -8.6% | -8.5% | -0.1% | -8.2% |
| 3M | -1.6% | -2.5% | +0.9% | -1.9% |
| 6M | +11.8% | +0.1% | +11.8% | +11.0% |
| YTD | +5.1% | -45.0% | +50.1% | +9.0% |
| 1Y | +50.7% | -58.1% | +108.8% | +58.8% |
| All | +92.7% | -52.8% | +145.5% | +98.6% |
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