+40.1%
STM vs MNDY
-50.8%
+90.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.0% | -6.6% | -2.4% |
| 7D | -1.1% | -12.5% | +11.4% | +1.0% |
| 30D | -7.8% | -2.6% | -5.2% | -7.9% |
| 3M | -28.2% | +4.2% | -32.4% | -29.6% |
| 6M | +52.0% | +9.8% | +42.2% | +45.2% |
| YTD | +96.4% | -42.3% | +138.7% | +111.1% |
| 1Y | +98.8% | -54.5% | +153.4% | +122.8% |
| 3Y | +18.3% | -50.3% | +68.5% | +23.2% |
| 5Y | +17.7% | -77.1% | +94.8% | +17.8% |
| All | +40.1% | -50.8% | +90.9% | +42.5% |
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