+34.3%
XLB vs MNDY
-51.7%
+85.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.1% | +7.2% | -0.4% |
| 7D | -0.2% | -13.3% | +13.1% | +0.8% |
| 30D | -1.7% | -10.2% | +8.4% | -1.1% |
| 3M | +4.4% | -0.1% | +4.5% | +4.0% |
| 6M | +5.0% | +6.3% | -1.3% | +3.6% |
| YTD | +15.5% | -43.3% | +58.8% | +19.5% |
| 1Y | +14.9% | -56.1% | +71.0% | +21.1% |
| 3Y | +34.5% | -51.1% | +85.7% | +37.3% |
| 5Y | +36.5% | -78.5% | +115.0% | +33.4% |
| All | +34.3% | -51.7% | +85.9% | +40.1% |
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 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