-51.5%
MNDY vs SPY
+94.0%
-145.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +0.4% |
| 7D | -4.6% | -0.8% | -3.9% | -3.2% |
| 30D | +1.0% | -1.1% | +2.1% | +3.3% |
| 3M | +9.1% | +3.9% | +5.3% | +1.1% |
| 6M | +14.2% | +13.6% | +0.6% | -12.0% |
| YTD | -41.1% | +12.7% | -53.8% | -53.9% |
| 1Y | -54.7% | +17.5% | -72.2% | -67.7% |
| 3Y | -50.6% | +76.9% | -127.5% | -84.4% |
| 5Y | -76.7% | +83.6% | -160.2% | -91.9% |
| All | -51.5% | +94.0% | -145.4% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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