+64.9%
RF vs MNDY
-49.2%
+114.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +5.9% | +0.3% |
| 7D | -0.9% | -8.0% | +7.1% | -0.1% |
| 30D | +6.0% | +5.3% | +0.7% | +5.4% |
| 3M | -8.9% | +0.4% | -9.3% | -9.5% |
| 6M | +2.3% | +18.9% | -16.5% | -0.6% |
| YTD | +7.6% | -40.4% | +48.0% | +11.3% |
| 1Y | +21.2% | -51.4% | +72.6% | +28.0% |
| 3Y | +108.5% | -32.3% | +140.9% | +109.2% |
| 5Y | +43.2% | -74.9% | +118.2% | +40.7% |
| All | +64.9% | -49.2% | +114.2% | +71.4% |
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