-57.3%
MNDY vs VT
+66.1%
-123.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -4.0% | -3.6% |
| 7D | -18.4% | -0.1% | -18.2% | -18.8% |
| 30D | -14.1% | -3.1% | -11.1% | -10.1% |
| 3M | -13.8% | -3.5% | -10.3% | -9.3% |
| 6M | +6.0% | +0.5% | +5.5% | +1.6% |
| YTD | -48.2% | +10.8% | -59.0% | -60.3% |
| 1Y | -54.0% | +11.9% | -65.9% | -65.6% |
| 3Y | -45.5% | +73.0% | -118.5% | -83.9% |
| 5Y | -78.2% | +58.6% | -136.8% | -91.4% |
| All | -57.3% | +66.1% | -123.4% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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