-100.0%
VIVK vs MNDY
-53.2%
-46.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.1% | -3.3% | -6.4% |
| 7D | -7.9% | -14.1% | +6.2% | -8.3% |
| 30D | -42.0% | -8.5% | -33.5% | -42.1% |
| 3M | -92.5% | -2.5% | -90.0% | -92.5% |
| 6M | -98.0% | +0.1% | -98.1% | -98.0% |
| YTD | -97.9% | -45.0% | -52.9% | -97.9% |
| 1Y | -100.0% | -58.1% | -41.9% | -100.0% |
| 3Y | -100.0% | -52.6% | -47.4% | -100.0% |
| 5Y | -100.0% | -79.3% | -20.7% | -100.0% |
| All | -100.0% | -53.2% | -46.8% | -100.0% |
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