-52.4%
MNDY vs COO
-42.0%
-10.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -14.7% | +19.7% | +13.4% |
| 7D | -12.5% | -23.3% | +10.8% | +1.0% |
| 30D | -2.6% | -29.5% | +26.9% | +18.3% |
| 3M | +4.2% | -20.0% | +24.2% | +16.9% |
| 6M | +9.8% | -27.2% | +37.0% | +29.7% |
| YTD | -42.3% | -33.9% | -8.4% | -27.3% |
| 1Y | -54.5% | -19.9% | -34.6% | -50.0% |
| 3Y | -50.3% | -38.1% | -12.2% | -39.8% |
| 5Y | -77.1% | -52.0% | -25.1% | -70.6% |
| All | -52.4% | -42.0% | -10.4% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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