+27.2%
TMUS vs MNDY
-50.8%
+78.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.1% | -0.3% |
| 7D | -5.8% | -12.5% | +6.7% | -5.2% |
| 30D | -0.2% | -2.6% | +2.4% | -0.2% |
| 3M | -4.0% | +4.2% | -8.2% | -4.3% |
| 6M | -18.1% | +9.8% | -27.9% | -18.8% |
| YTD | -11.3% | -42.3% | +30.9% | -9.6% |
| 1Y | -24.7% | -54.5% | +29.8% | -22.6% |
| 3Y | +35.4% | -50.3% | +85.6% | +35.8% |
| 5Y | +42.4% | -77.1% | +119.5% | +39.2% |
| All | +27.2% | -50.8% | +78.0% | +29.5% |
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 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