+57.8%
SAP vs MNDY
-50.8%
+108.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.0% | -6.5% | -2.4% |
| 7D | -5.1% | -12.5% | +7.4% | -3.0% |
| 30D | -1.8% | -2.6% | +0.9% | -1.6% |
| 3M | +20.9% | +4.2% | +16.7% | +19.7% |
| 6M | +7.0% | +9.8% | -2.8% | +4.8% |
| YTD | -13.7% | -42.3% | +28.5% | -7.8% |
| 1Y | -19.6% | -54.5% | +35.0% | -11.5% |
| 3Y | +52.4% | -50.3% | +102.7% | +60.0% |
| 5Y | +54.4% | -77.1% | +131.5% | +57.0% |
| All | +57.8% | -50.8% | +108.6% | +66.5% |
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 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