-24.1%
MNDY vs BAM
+67.8%
-91.9%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -1.7% |
| 7D | -14.1% | -3.9% | -10.2% | -12.0% |
| 30D | -8.5% | -8.8% | +0.3% | -3.4% |
| 3M | -2.5% | +2.2% | -4.7% | -3.8% |
| 6M | +0.1% | +5.9% | -5.9% | -3.8% |
| YTD | -45.0% | -6.1% | -38.9% | -43.8% |
| 1Y | -58.1% | -11.6% | -46.5% | -55.7% |
| 3Y | -52.6% | +51.7% | -104.3% | -61.1% |
| All | -24.1% | +67.8% | -91.9% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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