-51.5%
MNDY vs SHAK
-35.7%
-15.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +0.6% |
| 7D | -4.6% | -8.3% | +3.6% | -1.0% |
| 30D | +1.0% | -12.6% | +13.7% | +6.7% |
| 3M | +9.1% | +9.1% | 0.0% | +3.9% |
| 6M | +14.2% | -31.2% | +45.5% | +25.9% |
| YTD | -41.1% | -21.6% | -19.6% | -39.8% |
| 1Y | -54.7% | -38.8% | -15.9% | -48.1% |
| 3Y | -50.6% | +0.6% | -51.2% | -63.8% |
| 5Y | -76.7% | -22.5% | -54.1% | -81.9% |
| All | -51.5% | -35.7% | -15.7% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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