+49.0%
XLC vs MNDY
-49.8%
+98.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.7% |
| 7D | +0.5% | -4.6% | +5.2% | +1.0% |
| 30D | +2.1% | +1.0% | +1.1% | +1.7% |
| 3M | +0.7% | +9.1% | -8.4% | -1.0% |
| 6M | -3.2% | +14.2% | -17.4% | -6.1% |
| YTD | -3.8% | -41.1% | +37.4% | +1.0% |
| 1Y | -2.0% | -54.7% | +52.7% | +6.0% |
| 3Y | +71.4% | -50.6% | +121.9% | +74.8% |
| 5Y | +40.7% | -76.7% | +117.3% | +36.8% |
| All | +49.0% | -49.8% | +98.8% | +46.4% |
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