-50.3%
MNDY vs VLTO
+55.4%
-105.7%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | 0.0% |
| 7D | -17.9% | +0.8% | -18.7% | -18.5% |
| 30D | -9.0% | +18.7% | -27.7% | -20.5% |
| 3M | -10.4% | +21.7% | -32.1% | -23.0% |
| 6M | +7.0% | +35.8% | -28.8% | -14.9% |
| YTD | -47.8% | +18.3% | -66.1% | -54.3% |
| 1Y | -51.6% | +20.9% | -72.5% | -58.6% |
| 3Y | -45.0% | +68.8% | -113.9% | -64.3% |
| All | -50.3% | +55.4% | -105.7% | -65.2% |
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