-55.3%
MNDY vs VT
+66.9%
-122.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.6% | -11.7% | -13.8% |
| 7D | -16.1% | +0.4% | -16.5% | -17.4% |
| 30D | -10.2% | -2.6% | -7.6% | -6.7% |
| 3M | -14.2% | -3.2% | -10.9% | -10.1% |
| 6M | +10.9% | +0.9% | +10.0% | +5.4% |
| YTD | -45.8% | +11.3% | -57.1% | -58.8% |
| 1Y | -57.8% | +14.0% | -71.8% | -69.8% |
| 3Y | -41.0% | +75.8% | -116.9% | -83.2% |
| 5Y | -82.0% | +57.8% | -139.9% | -92.9% |
| All | -55.3% | +66.9% | -122.2% | -81.9% |
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