-40.5%
STZ vs MNDY
-47.4%
+6.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.7% | -0.5% |
| 7D | -1.9% | -9.6% | +7.7% | -1.6% |
| 30D | -1.9% | -0.4% | -1.5% | -1.9% |
| 3M | -6.2% | +4.3% | -10.5% | -6.5% |
| 6M | -14.0% | +19.8% | -33.8% | -14.7% |
| YTD | -5.1% | -38.3% | +33.2% | -3.8% |
| 1Y | -9.6% | -50.1% | +40.5% | -7.6% |
| 3Y | -47.2% | -48.4% | +1.2% | -47.2% |
| 5Y | -33.6% | -76.0% | +42.4% | -35.3% |
| All | -40.5% | -47.4% | +6.9% | -38.7% |
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