-30.9%
TLT vs MNDY
-47.4%
+16.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +0.3% |
| 7D | -0.4% | -9.6% | +9.1% | -0.3% |
| 30D | -0.6% | -0.4% | -0.2% | -0.6% |
| 3M | -2.7% | +4.3% | -7.0% | -2.9% |
| 6M | -5.6% | +19.8% | -25.4% | -6.1% |
| YTD | -2.8% | -38.3% | +35.5% | -2.1% |
| 1Y | -1.4% | -50.1% | +48.6% | -0.5% |
| 3Y | -1.6% | -48.4% | +46.8% | -1.7% |
| 5Y | -33.8% | -76.0% | +42.2% | -34.0% |
| All | -30.9% | -47.4% | +16.5% | -31.7% |
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