+80.0%
SAP vs MNDY
-55.0%
+135.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.1% |
| 7D | +0.6% | -11.3% | +11.9% | +2.6% |
| 30D | +6.5% | -10.8% | +17.4% | +8.4% |
| 3M | +12.2% | -17.3% | +29.5% | +15.1% |
| 6M | +46.1% | +15.2% | +30.8% | +42.0% |
| YTD | -1.6% | -47.1% | +45.5% | +6.2% |
| 1Y | -5.1% | -51.4% | +46.3% | +3.6% |
| 3Y | +68.4% | -49.6% | +118.0% | +76.7% |
| 5Y | +79.4% | -78.6% | +158.0% | +84.3% |
| All | +80.0% | -55.0% | +135.0% | +91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling