+31.8%
MCD vs MNDY
-55.5%
+87.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.4% |
| 7D | -1.6% | -17.9% | +16.3% | -1.0% |
| 30D | +16.0% | -9.0% | +25.1% | +16.3% |
| 3M | 0.0% | -10.4% | +10.3% | +0.1% |
| 6M | +0.9% | +7.0% | -6.1% | +0.5% |
| YTD | -8.7% | -47.8% | +39.1% | -7.4% |
| 1Y | -8.6% | -51.6% | +43.0% | -7.1% |
| 3Y | +9.9% | -45.0% | +54.9% | +10.2% |
| 5Y | +22.6% | -78.8% | +101.5% | +21.4% |
| All | +31.8% | -55.5% | +87.3% | +35.6% |
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 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