-49.9%
MNDY vs ESTC
+13.7%
-63.5%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -19.8% | -2.6% | -17.2% | -19.2% |
| 30D | -8.4% | -8.6% | +0.2% | -5.5% |
| 3M | -11.2% | +14.4% | -25.6% | -17.4% |
| 6M | +0.9% | +73.3% | -72.4% | -20.3% |
| YTD | -47.4% | +15.7% | -63.1% | -52.4% |
| 1Y | -53.0% | -7.6% | -45.4% | -54.3% |
| All | -49.9% | +13.7% | -63.5% | -49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling