+79.4%
SAP vs MNDY
-55.2%
+134.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.1% |
| 7D | -2.5% | -19.8% | +17.3% | +1.1% |
| 30D | +7.5% | -8.4% | +15.9% | +8.8% |
| 3M | +11.6% | -11.2% | +22.9% | +13.1% |
| 6M | +37.6% | +0.9% | +36.7% | +36.5% |
| YTD | -2.0% | -47.4% | +45.4% | +5.9% |
| 1Y | -6.4% | -53.0% | +46.6% | +2.7% |
| 3Y | +67.7% | -44.6% | +112.3% | +73.7% |
| 5Y | +75.7% | -78.7% | +154.4% | +80.7% |
| All | +79.4% | -55.2% | +134.6% | +91.3% |
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