+107.5%
SPYG vs MNDY
-53.2%
+160.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | 0.0% |
| 7D | +0.3% | -14.1% | +14.4% | +2.4% |
| 30D | -1.7% | -8.5% | +6.8% | -0.8% |
| 3M | +3.6% | -2.5% | +6.2% | +3.2% |
| 6M | +16.6% | +0.1% | +16.5% | +14.6% |
| YTD | +13.4% | -45.0% | +58.4% | +20.9% |
| 1Y | +19.6% | -58.1% | +77.7% | +32.1% |
| 3Y | +99.8% | -52.6% | +152.4% | +108.3% |
| 5Y | +85.0% | -79.3% | +164.2% | +84.7% |
| All | +107.5% | -53.2% | +160.6% | +112.2% |
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