+9.4%
UL vs MNDY
-49.8%
+59.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.3% | +0.6% |
| 7D | -3.4% | -4.6% | +1.2% | -3.3% |
| 30D | +0.5% | +1.0% | -0.5% | +0.4% |
| 3M | +7.2% | +9.1% | -1.9% | +6.9% |
| 6M | -3.1% | +14.2% | -17.3% | -3.6% |
| YTD | -2.7% | -41.1% | +38.4% | -1.7% |
| 1Y | -10.2% | -54.7% | +44.5% | -8.7% |
| 3Y | +20.3% | -50.6% | +70.8% | +20.0% |
| 5Y | +19.9% | -76.7% | +96.6% | +17.3% |
| All | +9.4% | -49.8% | +59.3% | +10.2% |
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