+16.0%
NLY vs MNDY
-49.8%
+65.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.4% | -0.6% |
| 7D | -4.0% | -4.6% | +0.7% | -3.6% |
| 30D | -5.2% | +1.0% | -6.3% | -5.5% |
| 3M | +2.8% | +9.1% | -6.3% | +1.5% |
| 6M | +4.2% | +14.2% | -10.0% | +1.8% |
| YTD | +4.7% | -41.1% | +45.8% | +8.6% |
| 1Y | +12.7% | -54.7% | +67.5% | +19.7% |
| 3Y | +62.5% | -50.6% | +113.1% | +65.3% |
| 5Y | +26.3% | -76.7% | +103.0% | +22.8% |
| All | +16.0% | -49.8% | +65.8% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling