+6.7%
VRSK vs MNDY
-50.8%
+57.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.2% | -1.7% |
| 7D | -7.7% | -12.5% | +4.8% | -6.5% |
| 30D | -2.8% | -2.6% | -0.2% | -2.6% |
| 3M | -3.7% | +4.2% | -8.0% | -4.3% |
| 6M | -12.8% | +9.8% | -22.5% | -13.9% |
| YTD | -21.0% | -42.3% | +21.3% | -18.3% |
| 1Y | -32.5% | -54.5% | +22.1% | -29.1% |
| 3Y | -26.5% | -50.3% | +23.7% | -26.2% |
| 5Y | -11.5% | -77.1% | +65.6% | -13.9% |
| All | +6.7% | -50.8% | +57.5% | +11.6% |
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 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