+138.0%
MSTR vs MNDY
-55.9%
+193.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.8% | -1.8% |
| 7D | -10.7% | -18.4% | +7.7% | -3.1% |
| 30D | -21.6% | -14.1% | -7.4% | -17.0% |
| 3M | +24.4% | -13.8% | +38.2% | +29.8% |
| 6M | -35.5% | +6.0% | -41.4% | -39.9% |
| YTD | -20.3% | -48.2% | +27.9% | -2.2% |
| 1Y | -49.3% | -54.0% | +4.7% | -34.5% |
| 3Y | +137.8% | -45.5% | +183.3% | +144.0% |
| 5Y | +48.3% | -78.2% | +126.5% | +73.1% |
| All | +138.0% | -55.9% | +193.9% | +106.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling