-77.1%
MNDY vs RVTY
-34.5%
-42.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.3% | +7.4% | +6.2% |
| 7D | -12.5% | -7.4% | -5.1% | -8.9% |
| 30D | -2.6% | +4.5% | -7.1% | -5.0% |
| 3M | +4.2% | +19.5% | -15.2% | -6.5% |
| 6M | +9.8% | +34.1% | -24.4% | -9.3% |
| YTD | -42.3% | +25.3% | -67.5% | -50.7% |
| 1Y | -54.5% | +47.0% | -101.5% | -65.3% |
| 3Y | -50.3% | +14.1% | -64.4% | -59.4% |
| 5Y | -77.1% | -34.6% | -42.5% | -66.8% |
| All | -77.1% | -34.5% | -42.6% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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