+106.7%
NEM vs MNDY
-49.8%
+156.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.4% | +0.5% |
| 7D | -1.0% | -4.6% | +3.6% | -0.9% |
| 30D | +7.8% | +1.0% | +6.8% | +7.8% |
| 3M | +30.2% | +9.1% | +21.1% | +29.8% |
| 6M | +9.6% | +14.2% | -4.6% | +9.1% |
| YTD | +27.8% | -41.1% | +69.0% | +29.7% |
| 1Y | +60.7% | -54.7% | +115.4% | +64.1% |
| 3Y | +245.3% | -50.6% | +295.9% | +250.5% |
| 5Y | +155.3% | -76.7% | +232.0% | +152.5% |
| All | +106.7% | -49.8% | +156.6% | +114.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling