-1.5%
AGG vs MNDY
-50.8%
+49.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -0.7% |
| 7D | -0.9% | -12.5% | +11.6% | -0.8% |
| 30D | -1.0% | -2.6% | +1.7% | -1.0% |
| 3M | -1.3% | +4.2% | -5.5% | -1.4% |
| 6M | -2.1% | +9.8% | -11.8% | -2.3% |
| YTD | -1.2% | -42.3% | +41.1% | -0.7% |
| 1Y | -0.5% | -54.5% | +54.1% | +0.3% |
| 3Y | +12.4% | -50.3% | +62.7% | +12.4% |
| 5Y | -2.4% | -77.1% | +74.7% | -2.9% |
| All | -1.5% | -50.8% | +49.3% | -1.8% |
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