+47.8%
QCOM vs MNDY
-55.5%
+103.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +13.0% | -17.9% | +30.9% | +16.6% |
| 30D | +0.2% | -9.0% | +9.2% | +1.3% |
| 3M | +9.2% | -10.4% | +19.6% | +9.9% |
| 6M | -15.0% | +7.0% | -22.0% | -18.5% |
| YTD | +5.2% | -47.8% | +53.0% | +14.3% |
| 1Y | +2.4% | -51.6% | +53.9% | +12.8% |
| 3Y | +52.0% | -45.0% | +97.0% | +56.4% |
| 5Y | +19.7% | -78.8% | +98.6% | +23.5% |
| All | +47.8% | -55.5% | +103.3% | +55.9% |
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