+77.2%
RF vs MNDY
-47.4%
+124.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.4% | +0.6% |
| 7D | +1.3% | -9.6% | +10.9% | +2.3% |
| 30D | -3.6% | -0.4% | -3.2% | -3.8% |
| 3M | +8.1% | +4.3% | +3.8% | +7.1% |
| 6M | +11.5% | +19.8% | -8.3% | +8.3% |
| YTD | +15.6% | -38.3% | +53.9% | +19.6% |
| 1Y | +15.7% | -50.1% | +65.8% | +22.0% |
| 3Y | +86.9% | -48.4% | +135.3% | +92.4% |
| 5Y | +89.8% | -76.0% | +165.8% | +85.8% |
| All | +77.2% | -47.4% | +124.6% | +84.1% |
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