-50.7%
MNDY vs VLTO
+56.3%
-107.1%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.6% | -4.5% |
| 7D | -18.4% | +1.6% | -20.0% | -19.4% |
| 30D | -14.1% | +22.0% | -36.1% | -26.6% |
| 3M | -13.8% | +21.9% | -35.7% | -26.0% |
| 6M | +6.0% | +36.5% | -30.5% | -16.1% |
| YTD | -48.2% | +19.0% | -67.2% | -54.9% |
| 1Y | -54.0% | +21.0% | -75.0% | -60.7% |
| 3Y | -45.5% | +69.9% | -115.4% | -64.8% |
| All | -50.7% | +56.3% | -107.1% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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