+79.7%
TSLA vs MNDY
-49.8%
+129.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.4% | 0.0% |
| 7D | +3.2% | -4.6% | +7.9% | +4.2% |
| 30D | +11.6% | +1.0% | +10.5% | +10.7% |
| 3M | -8.4% | +9.1% | -17.6% | -11.8% |
| 6M | -10.4% | +14.2% | -24.6% | -16.5% |
| YTD | -18.7% | -41.1% | +22.4% | -10.2% |
| 1Y | -0.9% | -54.7% | +53.8% | +16.6% |
| 3Y | +33.6% | -50.6% | +84.1% | +41.8% |
| 5Y | +48.9% | -76.7% | +125.6% | +45.2% |
| All | +79.7% | -49.8% | +129.5% | +64.7% |
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 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