-54.7%
MNDY vs VCLT
-12.1%
-42.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -2.8% |
| 7D | -14.1% | 0.0% | -14.1% | -14.1% |
| 30D | -8.5% | +0.1% | -8.6% | -8.4% |
| 3M | -2.5% | -2.9% | +0.3% | +0.9% |
| 6M | +0.1% | -4.0% | +4.0% | +4.9% |
| YTD | -45.0% | -2.2% | -42.8% | -43.6% |
| 1Y | -58.1% | -2.6% | -55.5% | -57.1% |
| 3Y | -52.6% | +12.3% | -64.9% | -60.0% |
| 5Y | -79.3% | -16.4% | -62.9% | -72.1% |
| All | -54.7% | -12.1% | -42.6% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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