+77.3%
NVS vs MNDY
-50.8%
+128.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | 0.0% |
| 7D | -15.7% | -12.5% | -3.2% | -15.6% |
| 30D | -11.1% | -2.6% | -8.5% | -11.1% |
| 3M | -7.2% | +4.2% | -11.4% | -7.2% |
| 6M | -12.3% | +9.8% | -22.1% | -12.4% |
| YTD | +2.8% | -42.3% | +45.0% | +3.3% |
| 1Y | +11.9% | -54.5% | +66.5% | +12.7% |
| 3Y | +55.1% | -50.3% | +105.3% | +54.6% |
| 5Y | +94.1% | -77.1% | +171.2% | +90.5% |
| All | +77.3% | -50.8% | +128.1% | +77.2% |
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