-52.4%
MNDY vs SHAK
-37.7%
-14.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.1% | +7.1% | +5.9% |
| 7D | -12.5% | -11.0% | -1.5% | -8.0% |
| 30D | -2.6% | -14.0% | +11.4% | +3.5% |
| 3M | +4.2% | +13.3% | -9.0% | -2.6% |
| 6M | +9.8% | -35.3% | +45.1% | +24.5% |
| YTD | -42.3% | -24.0% | -18.3% | -40.1% |
| 1Y | -54.5% | -36.7% | -17.8% | -49.0% |
| 3Y | -50.3% | -5.4% | -44.9% | -62.4% |
| 5Y | -77.1% | -24.9% | -52.2% | -82.0% |
| All | -52.4% | -37.7% | -14.7% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling