+1,879.0%
STRL vs MNDY
-50.8%
+1,929.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.0% | -7.1% | -2.5% |
| 7D | +5.4% | -12.5% | +17.9% | +6.5% |
| 30D | -9.0% | -2.6% | -6.4% | -9.2% |
| 3M | -37.1% | +4.2% | -41.3% | -38.1% |
| 6M | +17.8% | +9.8% | +8.1% | +13.8% |
| YTD | +58.3% | -42.3% | +100.6% | +65.9% |
| 1Y | +61.0% | -54.5% | +115.6% | +74.3% |
| 3Y | +517.8% | -50.3% | +568.1% | +563.4% |
| 5Y | +2,119.0% | -77.1% | +2,196.1% | +2,210.9% |
| All | +1,879.0% | -50.8% | +1,929.8% | +2,072.3% |
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 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