+82.8%
MTB vs MNDY
-51.7%
+134.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.1% | +7.5% | -0.1% |
| 7D | +2.8% | -13.3% | +16.1% | +3.6% |
| 30D | -4.2% | -10.2% | +6.0% | -3.7% |
| 3M | +7.8% | -0.1% | +7.9% | +7.4% |
| 6M | +14.8% | +6.3% | +8.5% | +13.5% |
| YTD | +20.8% | -43.3% | +64.1% | +24.2% |
| 1Y | +23.1% | -56.1% | +79.2% | +28.6% |
| 3Y | +114.8% | -51.1% | +166.0% | +120.4% |
| 5Y | +103.3% | -78.5% | +181.8% | +97.6% |
| All | +82.8% | -51.7% | +134.4% | +91.3% |
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