+48.3%
UNP vs MNDY
-47.4%
+95.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +0.4% |
| 7D | -5.3% | -9.6% | +4.2% | -4.9% |
| 30D | -1.5% | -0.4% | -1.1% | -1.6% |
| 3M | +10.3% | +4.3% | +5.9% | +9.8% |
| 6M | +9.7% | +19.8% | -10.1% | +8.3% |
| YTD | +27.1% | -38.3% | +65.4% | +29.5% |
| 1Y | +32.6% | -50.1% | +82.7% | +36.4% |
| 3Y | +40.0% | -48.4% | +88.4% | +42.0% |
| 5Y | +50.8% | -76.0% | +126.9% | +49.0% |
| All | +48.3% | -47.4% | +95.7% | +53.4% |
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