-52.4%
MNDY vs EXR
+5.9%
-58.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.6% | +4.4% | +4.7% |
| 7D | -12.5% | -3.2% | -9.3% | -10.9% |
| 30D | -2.6% | -6.9% | +4.3% | +1.3% |
| 3M | +4.2% | -7.8% | +12.0% | +9.1% |
| 6M | +9.8% | -4.9% | +14.6% | +12.1% |
| YTD | -42.3% | +7.2% | -49.4% | -45.4% |
| 1Y | -54.5% | -1.5% | -53.0% | -55.1% |
| 3Y | -50.3% | +22.3% | -72.5% | -58.7% |
| 5Y | -77.1% | -10.9% | -66.2% | -74.8% |
| All | -52.4% | +5.9% | -58.3% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling