+262.2%
UMC vs MNDY
-49.4%
+311.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +2.2% |
| 7D | +9.0% | -4.6% | +13.6% | +9.3% |
| 30D | +17.2% | +1.0% | +16.2% | +16.8% |
| 3M | +11.4% | +9.1% | +2.3% | +10.0% |
| 6M | +137.5% | +14.2% | +123.3% | +131.8% |
| YTD | +193.1% | -41.1% | +234.3% | +208.9% |
| 1Y | +240.3% | -54.7% | +295.0% | +269.6% |
| 3Y | +262.2% | -50.6% | +312.8% | +283.1% |
| All | +262.2% | -49.4% | +311.6% | +283.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling