+266.8%
RMBS vs MNDY
-76.8%
+343.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.5% |
| 7D | +1.8% | -4.6% | +6.4% | +2.6% |
| 30D | -13.9% | +1.0% | -14.9% | -14.8% |
| 3M | -39.8% | +9.1% | -48.9% | -42.2% |
| 6M | -6.0% | +14.2% | -20.2% | -12.5% |
| YTD | -5.4% | -41.1% | +35.8% | +2.6% |
| 1Y | -1.8% | -54.7% | +52.9% | +12.8% |
| 3Y | +53.7% | -50.6% | +104.2% | +67.3% |
| All | +266.8% | -76.8% | +343.7% | +288.5% |
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