-80.0%
PYPL vs MNDY
-51.7%
-28.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.1% | +4.9% | -1.4% |
| 7D | +1.7% | -13.3% | +15.0% | +4.9% |
| 30D | -9.7% | -10.2% | +0.4% | -8.0% |
| 3M | +29.2% | -0.1% | +29.3% | +27.8% |
| 6M | +13.9% | +6.3% | +7.6% | +9.8% |
| YTD | -8.1% | -43.3% | +35.2% | +1.3% |
| 1Y | -21.4% | -56.1% | +34.7% | -8.9% |
| 3Y | -11.8% | -51.1% | +39.3% | -8.1% |
| 5Y | -81.1% | -78.5% | -2.6% | -81.9% |
| All | -80.0% | -51.7% | -28.4% | -81.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling