-52.4%
MNDY vs BG
+60.8%
-113.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.1% | +5.0% |
| 7D | -12.5% | +3.7% | -16.2% | -12.7% |
| 30D | -2.6% | +12.3% | -15.0% | -3.4% |
| 3M | +4.2% | -2.2% | +6.5% | +4.5% |
| 6M | +9.8% | +5.3% | +4.4% | +9.3% |
| YTD | -42.3% | +42.4% | -84.7% | -44.3% |
| 1Y | -54.5% | +55.2% | -109.7% | -56.6% |
| 3Y | -50.3% | +21.0% | -71.2% | -51.0% |
| 5Y | -77.1% | +87.1% | -164.2% | -76.9% |
| All | -52.4% | +60.8% | -113.2% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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