-51.5%
MNDY vs BTG
+34.7%
-86.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | -4.6% | -3.8% | -0.9% | -4.2% |
| 30D | +1.0% | +3.6% | -2.6% | +0.5% |
| 3M | +9.1% | +32.0% | -22.9% | +4.7% |
| 6M | +14.2% | +3.4% | +10.9% | +12.4% |
| YTD | -41.1% | +20.8% | -61.9% | -44.4% |
| 1Y | -54.7% | +22.4% | -77.1% | -58.0% |
| 3Y | -50.6% | +91.7% | -142.3% | -60.1% |
| 5Y | -76.7% | +79.0% | -155.6% | -81.1% |
| All | -51.5% | +34.7% | -86.1% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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