-51.5%
MNDY vs TW
+24.8%
-76.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.6% |
| 7D | -4.6% | -4.5% | -0.2% | -1.6% |
| 30D | +1.0% | -2.3% | +3.3% | +2.7% |
| 3M | +9.1% | +2.6% | +6.5% | +6.4% |
| 6M | +14.2% | -17.5% | +31.8% | +28.7% |
| YTD | -41.1% | -5.3% | -35.8% | -40.8% |
| 1Y | -54.7% | -14.8% | -40.0% | -51.0% |
| 3Y | -50.6% | +18.8% | -69.4% | -63.2% |
| 5Y | -76.7% | +20.7% | -97.4% | -81.2% |
| All | -51.5% | +24.8% | -76.3% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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