+12.8%
NLY vs MNDY
-50.0%
+62.8%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.7% | -10.9% | -0.4% |
| 7D | -4.3% | +5.5% | -9.8% | -4.3% |
| 30D | -6.4% | +9.8% | -16.2% | -6.5% |
| 3M | +2.6% | +23.9% | -21.3% | +2.2% |
| 6M | +6.8% | +28.4% | -21.6% | +6.4% |
| YTD | +4.4% | -34.9% | +39.3% | +4.7% |
| All | +12.8% | -50.0% | +62.8% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling