-33.5%
STZ vs MNDY
-49.2%
+15.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.3% | +4.5% | -1.5% |
| 7D | +4.9% | -8.0% | +12.9% | +5.2% |
| 30D | +20.9% | +5.3% | +15.6% | +20.7% |
| 3M | +8.0% | +0.4% | +7.6% | +7.9% |
| 6M | -5.3% | +18.9% | -24.2% | -6.0% |
| YTD | +5.9% | -40.4% | +46.3% | +7.5% |
| 1Y | +14.2% | -51.4% | +65.6% | +16.8% |
| 3Y | -37.0% | -32.3% | -4.6% | -37.7% |
| 5Y | -29.7% | -74.9% | +45.2% | -31.5% |
| All | -33.5% | -49.2% | +15.7% | -31.5% |
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 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