+51.6%
NOC vs MNDY
-51.7%
+103.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.1% | +8.8% | +0.7% |
| 7D | -2.7% | -13.3% | +10.6% | -2.8% |
| 30D | -8.9% | -10.2% | +1.3% | -8.9% |
| 3M | -3.7% | -0.1% | -3.6% | -3.7% |
| 6M | -30.8% | +6.3% | -37.1% | -30.7% |
| YTD | -7.9% | -43.3% | +35.4% | -8.2% |
| 1Y | -9.4% | -56.1% | +46.7% | -9.8% |
| 3Y | +29.0% | -51.1% | +80.1% | +28.9% |
| 5Y | +56.1% | -78.5% | +134.6% | +53.7% |
| All | +51.6% | -51.7% | +103.3% | +58.0% |
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