-79.3%
MNDY vs ESTC
-46.4%
-32.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -1.7% |
| 7D | -14.1% | -3.3% | -10.8% | -12.1% |
| 30D | -8.5% | +13.4% | -21.9% | -17.0% |
| 3M | -2.5% | +41.3% | -43.9% | -23.4% |
| 6M | +0.1% | +62.6% | -62.5% | -28.0% |
| YTD | -45.0% | +14.8% | -59.8% | -51.5% |
| 1Y | -58.1% | -5.1% | -53.1% | -59.3% |
| 3Y | -52.6% | +11.2% | -63.8% | -67.8% |
| 5Y | -79.3% | -47.0% | -32.3% | -70.8% |
| All | -79.3% | -46.4% | -32.9% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling