-31.4%
TNA vs MNDY
-49.8%
+18.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.3% |
| 7D | -7.3% | -4.6% | -2.6% | -5.8% |
| 30D | -14.2% | +1.0% | -15.2% | -15.6% |
| 3M | -4.6% | +9.1% | -13.7% | -10.5% |
| 6M | +36.9% | +14.2% | +22.7% | +22.0% |
| YTD | +42.5% | -41.1% | +83.7% | +63.6% |
| 1Y | +45.8% | -54.7% | +100.5% | +85.3% |
| 3Y | +104.7% | -50.6% | +155.2% | +135.0% |
| 5Y | -21.7% | -76.7% | +55.0% | -12.9% |
| All | -31.4% | -49.8% | +18.4% | -20.2% |
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