+347.7%
RMBS vs MNDY
-53.2%
+400.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +3.9% | +1.4% |
| 7D | +3.5% | -14.1% | +17.6% | +6.3% |
| 30D | -8.6% | -8.5% | -0.1% | -7.7% |
| 3M | -40.3% | -2.5% | -37.8% | -41.2% |
| 6M | -1.0% | +0.1% | -1.0% | -4.7% |
| YTD | -4.6% | -45.0% | +40.4% | +4.0% |
| 1Y | +17.6% | -58.1% | +75.7% | +35.6% |
| 3Y | +58.6% | -52.6% | +111.3% | +73.8% |
| 5Y | +270.9% | -79.3% | +350.2% | +291.7% |
| All | +347.7% | -53.2% | +400.8% | +362.6% |
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