+52.2%
VMC vs MNDY
-49.8%
+102.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.7% |
| 7D | -3.8% | -4.6% | +0.9% | -3.3% |
| 30D | -9.7% | +1.0% | -10.7% | -10.0% |
| 3M | -9.6% | +9.1% | -18.8% | -10.9% |
| 6M | -4.8% | +14.2% | -19.1% | -7.2% |
| YTD | -10.9% | -41.1% | +30.3% | -7.1% |
| 1Y | -15.6% | -54.7% | +39.1% | -9.7% |
| 3Y | +19.3% | -50.6% | +69.9% | +22.1% |
| 5Y | +48.0% | -76.7% | +124.7% | +45.6% |
| All | +52.2% | -49.8% | +102.1% | +60.6% |
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