Hello Guys

Im from Switzerland and have some difficulties using Stata. I hope there are some experts here which can help me.

For a work im checking the existence of Anomalies in the Swiss stock market. I have a dataset which looks like that (just an example to illustrate, not true data):
Date Nestle UBS Credit Suisse
04 January 1997 0.004 -0.0042 0.0072
05 January 1997 -0.0038 0.0042 0.0100
05 January 1997 0.0042 0.0042 0.0093
I have the daily returns from 1993 to 2019 for every company listed in the SPI. Now i want to check if there was a Monday effect. I take the mondays with 400% short (so -4 * return) and for the rest of the week every day long (+1 * return) so then i have a neutral portfolio (Monday -400 short, Tuesday - Friday 100 long every day)
Now my question: Is there a command in Stata in which the list (over 300 companies for the period from 1993 to 2019) is calculated for my portfolio? So every monday return multiplied with -4 and every other day of the week multiplied with +1?
I would need the same for the Semi-month effect (1. half of the month multiplied with +1 and 2. half of the month multiplied with -1)
To summarize: I am looking for a command in which i can say something like: Multiply the returns of the first 15 days of the month with +1 and multiply the returns of the remaining days of the month with -1.

I hope my question is somehow clear, if not please let me know so i can rephrase it. Thank you in advance for every help!

Best,
Anthony