+33.4%
XLB vs MNDY
-77.7%
+111.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.2% | -1.6% |
| 7D | -3.5% | -12.5% | +9.0% | -2.5% |
| 30D | -4.7% | -2.6% | -2.0% | -4.7% |
| 3M | +2.7% | +4.2% | -1.5% | +1.9% |
| 6M | +2.6% | +9.8% | -7.2% | +0.7% |
| YTD | +12.8% | -42.3% | +55.1% | +17.1% |
| 1Y | +14.0% | -54.5% | +68.5% | +20.6% |
| 3Y | +31.5% | -50.3% | +81.7% | +33.9% |
| 5Y | +33.4% | -77.1% | +110.5% | +32.1% |
| All | +33.4% | -77.7% | +111.1% | +32.1% |
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 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