+314.9%
SAN vs MNDY
-51.7%
+366.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.1% | +7.7% | +0.2% |
| 7D | +3.3% | -13.3% | +16.6% | +4.6% |
| 30D | +1.1% | -10.2% | +11.2% | +1.8% |
| 3M | +22.2% | -0.1% | +22.3% | +21.6% |
| 6M | +36.0% | +6.3% | +29.7% | +33.8% |
| YTD | +28.2% | -43.3% | +71.5% | +33.4% |
| 1Y | +54.1% | -56.1% | +110.3% | +63.7% |
| 3Y | +354.2% | -51.1% | +405.4% | +363.5% |
| 5Y | +387.3% | -78.5% | +465.8% | +374.9% |
| All | +314.9% | -51.7% | +366.6% | +313.0% |
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