-34.9%
TLT vs MNDY
-78.9%
+44.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.5% |
| 7D | -0.3% | -14.1% | +13.8% | 0.0% |
| 30D | 0.0% | -8.5% | +8.5% | +0.1% |
| 3M | -2.9% | -2.5% | -0.3% | -2.9% |
| 6M | -6.3% | +0.1% | -6.3% | -6.4% |
| YTD | -3.3% | -45.0% | +41.7% | -2.5% |
| 1Y | -4.2% | -58.1% | +53.9% | -2.9% |
| 3Y | -1.7% | -52.6% | +51.0% | -1.7% |
| 5Y | -34.9% | -79.3% | +44.4% | -35.1% |
| All | -34.9% | -78.9% | +44.1% | -35.1% |
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