+416.7%
LLY vs MNDY
-47.4%
+464.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.5% | -0.7% |
| 7D | -2.1% | -9.6% | +7.4% | -1.8% |
| 30D | -1.6% | -0.4% | -1.2% | -1.7% |
| 3M | +2.3% | +4.3% | -2.0% | +1.9% |
| 6M | +14.9% | +19.8% | -4.9% | +13.7% |
| YTD | +7.5% | -38.3% | +45.7% | +8.8% |
| 1Y | +55.7% | -50.1% | +105.8% | +58.3% |
| 3Y | +110.6% | -48.4% | +159.0% | +113.4% |
| 5Y | +363.4% | -76.0% | +439.4% | +357.3% |
| All | +416.7% | -47.4% | +464.1% | +455.7% |
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