+28.9%
USB vs MNDY
-45.8%
+74.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.9% |
| 7D | -1.5% | -1.0% | -0.5% | -1.4% |
| 30D | +4.3% | +11.3% | -7.0% | +3.4% |
| 3M | -6.1% | +2.6% | -8.7% | -6.6% |
| 6M | +9.4% | +23.6% | -14.2% | +6.8% |
| YTD | +15.2% | -36.4% | +51.6% | +17.6% |
| 1Y | +32.8% | -51.2% | +83.9% | +38.3% |
| 3Y | +91.3% | -28.9% | +120.2% | +92.4% |
| 5Y | +22.7% | -73.2% | +95.9% | +19.3% |
| All | +28.9% | -45.8% | +74.7% | +33.8% |
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