+94.3%
SPYM vs MNDY
-49.8%
+144.2%
-24.5%
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 | -0.8% | -4.6% | +3.9% | -0.3% |
| 30D | -1.1% | +1.0% | -2.1% | -1.4% |
| 3M | +3.9% | +9.1% | -5.2% | +2.3% |
| 6M | +13.6% | +14.2% | -0.6% | +10.7% |
| YTD | +12.7% | -41.1% | +53.9% | +17.5% |
| 1Y | +17.6% | -54.7% | +72.3% | +25.7% |
| 3Y | +77.2% | -50.6% | +127.8% | +82.0% |
| 5Y | +84.1% | -76.7% | +160.8% | +81.1% |
| All | +94.3% | -49.8% | +144.2% | +98.3% |
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