+56.5%
SAP vs MNDY
-52.1%
+108.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.1% | +6.4% | +0.2% |
| 7D | -0.3% | -13.3% | +13.0% | +2.9% |
| 30D | +2.6% | -10.2% | +12.7% | +4.8% |
| 3M | +16.3% | -0.1% | +16.4% | +15.7% |
| 6M | +6.4% | +6.3% | +0.1% | +4.0% |
| YTD | -11.4% | -43.3% | +31.9% | -3.9% |
| 1Y | -20.4% | -56.1% | +35.7% | -10.4% |
| 3Y | +56.5% | -51.1% | +107.6% | +67.6% |
| All | +56.5% | -52.1% | +108.6% | +67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling