+10.5%
MDLZ vs MNDY
-47.4%
+57.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.2% | -0.2% |
| 7D | -1.7% | -9.6% | +7.8% | -1.6% |
| 30D | -2.1% | -0.4% | -1.7% | -2.1% |
| 3M | +1.3% | +4.3% | -3.0% | +1.2% |
| 6M | +6.2% | +19.8% | -13.6% | +6.0% |
| YTD | +15.8% | -38.3% | +54.1% | +16.4% |
| 1Y | +4.1% | -50.1% | +54.2% | +5.0% |
| 3Y | -4.1% | -48.4% | +44.3% | -4.5% |
| 5Y | +13.4% | -76.0% | +89.4% | +9.1% |
| All | +10.5% | -47.4% | +57.9% | +12.0% |
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