+121.4%
SLV vs MNDY
-50.8%
+172.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.0% | -10.3% | -5.5% |
| 7D | -5.0% | -12.5% | +7.5% | -4.6% |
| 30D | -1.8% | -2.6% | +0.8% | -1.8% |
| 3M | -0.3% | +4.2% | -4.5% | -0.6% |
| 6M | -28.2% | +9.8% | -38.0% | -28.7% |
| YTD | -10.7% | -42.3% | +31.5% | -9.1% |
| 1Y | +53.7% | -54.5% | +108.2% | +58.0% |
| 3Y | +173.7% | -50.3% | +223.9% | +177.2% |
| 5Y | +161.5% | -77.1% | +238.6% | +159.2% |
| All | +121.4% | -50.8% | +172.2% | +127.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling