+83.8%
MNST vs MNDY
-50.8%
+134.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | +0.3% |
| 7D | -2.2% | -12.5% | +10.2% | -1.5% |
| 30D | -5.4% | -2.6% | -2.7% | -5.3% |
| 3M | -5.5% | +4.2% | -9.8% | -6.0% |
| 6M | +12.4% | +9.8% | +2.6% | +11.0% |
| YTD | +12.4% | -42.3% | +54.7% | +15.3% |
| 1Y | +37.2% | -54.5% | +91.7% | +42.5% |
| 3Y | +52.9% | -50.3% | +103.1% | +53.3% |
| 5Y | +79.7% | -77.1% | +156.8% | +73.7% |
| All | +83.8% | -50.8% | +134.6% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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