+50.5%
VMC vs MNDY
-53.2%
+103.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -2.9% |
| 7D | -5.3% | -14.1% | +8.8% | -3.9% |
| 30D | -12.3% | -8.5% | -3.8% | -11.7% |
| 3M | -10.3% | -2.5% | -7.7% | -10.5% |
| 6M | -8.6% | +0.1% | -8.6% | -9.6% |
| YTD | -11.9% | -45.0% | +33.1% | -7.5% |
| 1Y | -13.9% | -58.1% | +44.2% | -7.2% |
| 3Y | +18.2% | -52.6% | +70.8% | +21.4% |
| 5Y | +47.7% | -79.3% | +127.0% | +46.0% |
| All | +50.5% | -53.2% | +103.7% | +59.9% |
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