-78.9%
MNDY vs SPY
+72.1%
-151.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.9% |
| 7D | -11.3% | +2.6% | -13.9% | -16.0% |
| 30D | -10.8% | -2.0% | -8.8% | -8.4% |
| 3M | -17.3% | -2.8% | -14.5% | -13.8% |
| 6M | +15.2% | +2.1% | +13.1% | +8.1% |
| YTD | -47.1% | +11.5% | -58.6% | -58.8% |
| 1Y | -51.4% | +13.5% | -64.9% | -63.6% |
| 3Y | -49.6% | +77.7% | -127.3% | -85.5% |
| All | -78.9% | +72.1% | -151.0% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling