-52.4%
MNDY vs CASY
+213.8%
-266.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | -12.5% | -17.2% | +4.8% | -7.8% |
| 30D | -2.6% | -24.4% | +21.7% | +5.0% |
| 3M | +4.2% | -31.4% | +35.6% | +15.5% |
| 6M | +9.8% | -8.9% | +18.7% | +8.7% |
| YTD | -42.3% | +13.8% | -56.1% | -48.1% |
| 1Y | -54.5% | +17.0% | -71.5% | -59.8% |
| 3Y | -50.3% | +163.1% | -213.4% | -70.3% |
| 5Y | -77.1% | +239.0% | -316.1% | -88.2% |
| All | -52.4% | +213.8% | -266.2% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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