+21.9%
SONY vs MNDY
-53.2%
+75.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | 0.0% |
| 7D | -4.9% | -14.1% | +9.2% | -3.3% |
| 30D | -1.6% | -8.5% | +6.9% | -0.8% |
| 3M | +10.0% | -2.5% | +12.5% | +9.7% |
| 6M | +8.4% | +0.1% | +8.4% | +7.2% |
| YTD | -8.4% | -45.0% | +36.6% | -3.5% |
| 1Y | -18.4% | -58.1% | +39.8% | -11.6% |
| 3Y | +41.0% | -52.6% | +93.6% | +45.7% |
| 5Y | +9.3% | -79.3% | +88.5% | +8.7% |
| All | +21.9% | -53.2% | +75.0% | +25.0% |
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