+2.5%
TSCO vs MNDY
-50.8%
+53.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.0% | -6.4% | -1.9% |
| 7D | -3.1% | -12.5% | +9.4% | -2.0% |
| 30D | -4.4% | -2.6% | -1.7% | -4.3% |
| 3M | +9.7% | +4.2% | +5.4% | +8.7% |
| 6M | -32.4% | +9.8% | -42.2% | -33.6% |
| YTD | -31.7% | -42.3% | +10.6% | -29.0% |
| 1Y | -41.3% | -54.5% | +13.3% | -37.8% |
| 3Y | -18.3% | -50.3% | +31.9% | -17.1% |
| 5Y | -10.3% | -77.1% | +66.9% | -14.0% |
| All | +2.5% | -50.8% | +53.3% | +7.8% |
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