-17.8%
LYB vs MNDY
-49.8%
+32.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.0% |
| 7D | +0.3% | -4.6% | +4.9% | +0.5% |
| 30D | +2.5% | +1.0% | +1.4% | +2.3% |
| 3M | +1.4% | +9.1% | -7.7% | +0.5% |
| 6M | -3.5% | +14.2% | -17.7% | -4.9% |
| YTD | +52.0% | -41.1% | +93.1% | +55.1% |
| 1Y | +22.1% | -54.7% | +76.8% | +26.3% |
| 3Y | -22.8% | -50.6% | +27.8% | -21.0% |
| 5Y | -3.4% | -76.7% | +73.3% | -5.3% |
| All | -17.8% | -49.8% | +32.1% | -15.0% |
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