+2,302.1%
MULL vs MNDY
-68.4%
+2,370.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.1% | -1.6% |
| 7D | -8.4% | -4.6% | -3.8% | -7.7% |
| 30D | +9.7% | +1.0% | +8.7% | +8.1% |
| 3M | -26.8% | +9.1% | -35.9% | -31.6% |
| 6M | +220.7% | +14.2% | +206.5% | +183.2% |
| YTD | +509.0% | -41.1% | +550.2% | +655.4% |
| 1Y | +1,739.5% | -54.7% | +1,794.2% | +2,494.3% |
| All | +2,302.1% | -68.4% | +2,370.6% | +3,761.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling