-51.1%
MNDY vs ESTC
+11.7%
-62.9%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.7% | -4.4% | -6.5% |
| 7D | -13.3% | -4.3% | -9.0% | -11.6% |
| 30D | -10.2% | +17.7% | -27.9% | -16.9% |
| 3M | -0.1% | +42.3% | -42.4% | -14.7% |
| 6M | +6.3% | +64.6% | -58.2% | -14.2% |
| YTD | -43.3% | +17.2% | -60.5% | -48.6% |
| 1Y | -56.1% | -4.2% | -51.9% | -57.7% |
| 3Y | -51.1% | +13.5% | -64.6% | -54.4% |
| All | -51.1% | +11.7% | -62.9% | -54.4% |
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