+18.3%
HYG vs MNDY
-76.8%
+95.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.1% |
| 7D | -0.7% | -4.6% | +3.9% | -0.5% |
| 30D | -0.7% | +1.0% | -1.8% | -0.9% |
| 3M | -0.2% | +9.1% | -9.3% | -0.8% |
| 6M | +1.4% | +14.2% | -12.8% | +0.3% |
| YTD | +1.5% | -41.1% | +42.6% | +3.3% |
| 1Y | +2.9% | -54.7% | +57.6% | +5.9% |
| 3Y | +25.6% | -50.6% | +76.2% | +26.2% |
| All | +18.3% | -76.8% | +95.1% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling