-56.4%
MNDY vs ESTC
-33.0%
-23.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.9% |
| 7D | -11.3% | +2.4% | -13.7% | -13.0% |
| 30D | -10.8% | -4.2% | -6.6% | -9.5% |
| 3M | -17.3% | +2.5% | -19.7% | -21.1% |
| 6M | +15.2% | +81.5% | -66.3% | -23.9% |
| YTD | -47.1% | +16.8% | -64.0% | -54.6% |
| 1Y | -51.4% | -3.5% | -48.0% | -53.6% |
| 3Y | -49.6% | +17.7% | -67.3% | -67.4% |
| 5Y | -78.6% | -51.7% | -26.8% | -70.2% |
| All | -56.4% | -33.0% | -23.4% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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