-69.3%
NKE vs MNDY
-50.8%
-18.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.0% | -7.0% | -2.6% |
| 7D | -5.5% | -12.5% | +6.9% | -4.0% |
| 30D | -10.4% | -2.6% | -7.8% | -10.3% |
| 3M | -15.8% | +4.2% | -20.1% | -16.8% |
| 6M | -33.4% | +9.8% | -43.2% | -35.1% |
| YTD | -41.0% | -42.3% | +1.3% | -37.8% |
| 1Y | -49.1% | -54.5% | +5.5% | -44.9% |
| 3Y | -59.8% | -50.3% | -9.6% | -59.0% |
| 5Y | -75.5% | -77.1% | +1.6% | -76.2% |
| All | -69.3% | -50.8% | -18.5% | -68.5% |
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