-57.3%
MNDY vs ABCL
-49.1%
-8.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.4% |
| 7D | -18.4% | +2.3% | -20.7% | -19.0% |
| 30D | -14.1% | -0.7% | -13.5% | -14.8% |
| 3M | -13.8% | +33.4% | -47.2% | -20.8% |
| 6M | +6.0% | +137.8% | -131.8% | -17.4% |
| YTD | -48.2% | +264.3% | -312.6% | -64.4% |
| 1Y | -54.0% | +209.2% | -263.2% | -67.2% |
| 3Y | -45.5% | +208.4% | -253.9% | -66.9% |
| 5Y | -78.2% | -11.9% | -66.3% | -80.7% |
| All | -57.3% | -49.1% | -8.2% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling