+2,581.4%
MULL vs MNDY
-70.5%
+2,651.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.1% | +8.5% | +6.0% |
| 7D | +14.8% | -14.1% | +28.9% | +18.1% |
| 30D | +36.6% | -8.5% | +45.0% | +37.5% |
| 3M | -8.9% | -2.5% | -6.3% | -12.1% |
| 6M | +311.9% | +0.1% | +311.9% | +280.8% |
| YTD | +579.8% | -45.0% | +624.9% | +756.0% |
| 1Y | +2,421.5% | -58.1% | +2,479.7% | +3,533.0% |
| All | +2,581.4% | -70.5% | +2,651.9% | +4,275.3% |
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