+44.3%
STM vs MNDY
-47.4%
+91.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.4% | +8.3% | +2.9% |
| 7D | +5.8% | -9.6% | +15.4% | +7.5% |
| 30D | -1.0% | -0.4% | -0.6% | -1.4% |
| 3M | -33.3% | +4.3% | -37.6% | -34.5% |
| 6M | +57.4% | +19.8% | +37.6% | +48.2% |
| YTD | +102.2% | -38.3% | +140.5% | +115.1% |
| 1Y | +99.6% | -50.1% | +149.7% | +120.1% |
| 3Y | +14.5% | -48.4% | +62.9% | +18.9% |
| 5Y | +21.4% | -76.0% | +97.4% | +20.2% |
| All | +44.3% | -47.4% | +91.7% | +45.3% |
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