+107.4%
SPYG vs MNDY
-49.8%
+157.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.1% | +0.6% |
| 7D | -0.9% | -4.6% | +3.8% | -0.3% |
| 30D | -1.5% | +1.0% | -2.5% | -2.0% |
| 3M | +3.7% | +9.1% | -5.4% | +1.6% |
| 6M | +16.4% | +14.2% | +2.2% | +12.3% |
| YTD | +13.3% | -41.1% | +54.5% | +19.7% |
| 1Y | +17.9% | -54.7% | +72.6% | +28.8% |
| 3Y | +98.3% | -50.6% | +148.9% | +105.6% |
| 5Y | +86.4% | -76.7% | +163.1% | +84.5% |
| All | +107.4% | -49.8% | +157.3% | +110.1% |
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