+35.9%
NSC vs MNDY
-55.0%
+90.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.9% | -1.7% |
| 7D | +2.5% | -11.3% | +13.8% | +3.1% |
| 30D | +1.7% | -10.8% | +12.5% | +2.2% |
| 3M | -2.6% | -17.3% | +14.7% | -1.8% |
| 6M | +6.4% | +15.2% | -8.8% | +4.8% |
| YTD | +15.5% | -47.1% | +62.6% | +18.9% |
| 1Y | +17.6% | -51.4% | +69.0% | +21.7% |
| 3Y | +75.0% | -49.6% | +124.6% | +78.4% |
| 5Y | +32.2% | -78.6% | +110.7% | +30.1% |
| All | +35.9% | -55.0% | +90.9% | +42.4% |
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