-54.7%
MNDY vs TW
+26.7%
-81.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | -14.1% | -0.5% | -13.6% | -13.7% |
| 30D | -8.5% | -0.6% | -7.9% | -8.0% |
| 3M | -2.5% | +3.4% | -6.0% | -5.5% |
| 6M | +0.1% | -18.4% | +18.5% | +13.7% |
| YTD | -45.0% | -3.9% | -41.1% | -45.2% |
| 1Y | -58.1% | -13.3% | -44.8% | -55.2% |
| 3Y | -52.6% | +20.8% | -73.5% | -65.1% |
| 5Y | -79.3% | +20.3% | -99.5% | -83.8% |
| All | -54.7% | +26.7% | -81.3% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling