-4.5%
STM vs MNDY
-79.2%
+74.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.8% | +3.2% |
| 7D | +1.4% | -19.8% | +21.2% | +5.0% |
| 30D | -8.4% | -8.4% | 0.0% | -7.8% |
| 3M | -15.8% | -11.2% | -4.6% | -15.9% |
| 6M | -22.8% | +0.9% | -23.8% | -26.1% |
| YTD | +79.4% | -47.4% | +126.7% | +94.6% |
| 1Y | +97.0% | -53.0% | +150.0% | +119.1% |
| 3Y | +14.2% | -44.6% | +58.8% | +13.3% |
| 5Y | -4.5% | -78.7% | +74.2% | -0.8% |
| All | -4.5% | -79.2% | +74.8% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling