-64.8%
STLA vs MNDY
-50.8%
-13.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -0.8% |
| 7D | -3.8% | -12.5% | +8.7% | -2.4% |
| 30D | -3.1% | -2.6% | -0.5% | -3.0% |
| 3M | -19.6% | +4.2% | -23.9% | -20.4% |
| 6M | -23.5% | +9.8% | -33.2% | -25.2% |
| YTD | -51.5% | -42.3% | -9.2% | -49.0% |
| 1Y | -39.7% | -54.5% | +14.9% | -34.9% |
| 3Y | -66.3% | -50.3% | -16.1% | -65.0% |
| 5Y | -63.1% | -77.1% | +14.0% | -64.3% |
| All | -64.8% | -50.8% | -13.9% | -63.2% |
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