+68.5%
RF vs MNDY
-53.8%
+122.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -9.1% | +11.3% | +3.1% |
| 7D | -0.1% | -16.1% | +16.0% | +1.5% |
| 30D | +7.0% | -10.2% | +17.2% | +7.9% |
| 3M | -7.0% | -14.2% | +7.2% | -6.2% |
| 6M | +6.8% | +10.9% | -4.1% | +4.4% |
| YTD | +9.9% | -45.8% | +55.7% | +14.7% |
| 1Y | +21.1% | -57.8% | +79.0% | +29.7% |
| 3Y | +119.6% | -41.0% | +160.7% | +123.1% |
| 5Y | +46.2% | -82.0% | +128.2% | +43.0% |
| All | +68.5% | -53.8% | +122.4% | +76.6% |
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