+91.2%
MTUM vs MNDY
-49.8%
+141.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.1% |
| 7D | +0.7% | -4.6% | +5.4% | +1.1% |
| 30D | -2.4% | +1.0% | -3.5% | -2.9% |
| 3M | -3.6% | +9.1% | -12.8% | -5.3% |
| 6M | +23.7% | +14.2% | +9.4% | +20.0% |
| YTD | +22.9% | -41.1% | +64.1% | +28.3% |
| 1Y | +21.8% | -54.7% | +76.5% | +30.6% |
| 3Y | +114.4% | -50.6% | +165.0% | +122.2% |
| 5Y | +79.6% | -76.7% | +156.2% | +81.2% |
| All | +91.2% | -49.8% | +141.0% | +98.5% |
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