+105.4%
SPG vs MNDY
-47.4%
+152.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.4% | +5.4% | -0.4% |
| 7D | -2.4% | -9.6% | +7.2% | -1.5% |
| 30D | -6.8% | -0.4% | -6.4% | -7.0% |
| 3M | +2.7% | +4.3% | -1.6% | +1.8% |
| 6M | +5.5% | +19.8% | -14.3% | +2.6% |
| YTD | +15.7% | -38.3% | +54.0% | +19.7% |
| 1Y | +20.9% | -50.1% | +70.9% | +27.3% |
| 3Y | +112.4% | -48.4% | +160.8% | +116.4% |
| 5Y | +101.4% | -76.0% | +177.4% | +95.8% |
| All | +105.4% | -47.4% | +152.8% | +113.0% |
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