+38.2%
NSC vs MNDY
-55.5%
+93.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.8% |
| 7D | +1.6% | -17.9% | +19.5% | +2.7% |
| 30D | +4.2% | -9.0% | +13.2% | +4.6% |
| 3M | -0.2% | -10.4% | +10.1% | 0.0% |
| 6M | +7.6% | +7.0% | +0.5% | +6.4% |
| YTD | +17.4% | -47.8% | +65.2% | +21.0% |
| 1Y | +18.3% | -51.6% | +69.9% | +22.5% |
| 3Y | +79.8% | -45.0% | +124.8% | +82.4% |
| 5Y | +34.3% | -78.8% | +113.2% | +32.3% |
| All | +38.2% | -55.5% | +93.7% | +44.8% |
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