-56.4%
MNDY vs ABCL
-53.1%
-3.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.5% |
| 7D | -11.3% | -3.3% | -8.0% | -10.9% |
| 30D | -10.8% | -7.1% | -3.7% | -10.4% |
| 3M | -17.3% | +4.7% | -22.0% | -20.2% |
| 6M | +15.2% | +140.9% | -125.7% | -11.0% |
| YTD | -47.1% | +236.0% | -283.1% | -63.1% |
| 1Y | -51.4% | +217.4% | -268.8% | -65.7% |
| 3Y | -49.6% | +188.7% | -238.3% | -69.1% |
| 5Y | -78.6% | -23.5% | -55.1% | -80.6% |
| All | -56.4% | -53.1% | -3.3% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling