+83.3%
SPYM vs MNDY
-76.8%
+160.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.3% |
| 7D | -1.0% | -4.6% | +3.6% | -0.6% |
| 30D | -1.3% | +1.0% | -2.4% | -1.7% |
| 3M | +3.6% | +9.1% | -5.5% | +1.9% |
| 6M | +13.3% | +14.2% | -0.9% | +10.0% |
| YTD | +12.4% | -41.1% | +53.6% | +17.8% |
| 1Y | +17.3% | -54.7% | +72.0% | +26.4% |
| 3Y | +76.8% | -50.6% | +127.3% | +81.4% |
| All | +83.3% | -76.8% | +160.1% | +82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling