+109.8%
NEM vs MNDY
-53.2%
+163.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.3% | +1.3% |
| 7D | +3.1% | -14.1% | +17.2% | +3.4% |
| 30D | +10.0% | -8.5% | +18.5% | +10.2% |
| 3M | +30.9% | -2.5% | +33.4% | +30.8% |
| 6M | +10.5% | +0.1% | +10.5% | +10.3% |
| YTD | +29.7% | -45.0% | +74.8% | +31.8% |
| 1Y | +71.1% | -58.1% | +129.2% | +75.1% |
| 3Y | +252.1% | -52.6% | +304.7% | +257.8% |
| 5Y | +157.7% | -79.3% | +237.0% | +154.7% |
| All | +109.8% | -53.2% | +163.0% | +118.3% |
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