+226.3%
RL vs MNDY
-78.9%
+305.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.3% | -2.9% |
| 7D | -0.3% | -14.1% | +13.9% | +2.0% |
| 30D | -17.5% | -8.5% | -9.0% | -16.7% |
| 3M | -14.0% | -2.5% | -11.4% | -14.6% |
| 6M | -2.0% | +0.1% | -2.0% | -4.2% |
| YTD | -4.6% | -45.0% | +40.4% | +2.6% |
| 1Y | +9.5% | -58.1% | +67.6% | +22.7% |
| 3Y | +200.5% | -52.6% | +253.1% | +217.4% |
| 5Y | +226.3% | -79.3% | +305.5% | +230.3% |
| All | +226.3% | -78.9% | +305.2% | +230.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling