+26.7%
SPGI vs MNDY
-47.4%
+74.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.4% | +4.9% | -0.8% |
| 7D | +0.1% | -9.6% | +9.7% | +1.3% |
| 30D | +8.4% | -0.4% | +8.8% | +8.3% |
| 3M | +11.8% | +4.3% | +7.5% | +10.8% |
| 6M | +5.7% | +19.8% | -14.1% | +2.6% |
| YTD | -9.7% | -38.3% | +28.6% | -6.4% |
| 1Y | -12.5% | -50.1% | +37.6% | -7.7% |
| 3Y | +21.8% | -48.4% | +70.2% | +23.8% |
| 5Y | +8.2% | -76.0% | +84.2% | +5.4% |
| All | +26.7% | -47.4% | +74.1% | +32.4% |
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