+183.2%
XLE vs MNDY
-50.8%
+234.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.6% | -0.8% |
| 7D | +0.5% | -12.5% | +13.0% | +1.0% |
| 30D | +6.6% | -2.6% | +9.2% | +6.6% |
| 3M | +12.3% | +4.2% | +8.0% | +11.8% |
| 6M | +18.4% | +9.8% | +8.6% | +17.3% |
| YTD | +47.2% | -42.3% | +89.5% | +49.8% |
| 1Y | +50.3% | -54.5% | +104.8% | +54.4% |
| 3Y | +55.3% | -50.3% | +105.6% | +57.9% |
| 5Y | +226.0% | -77.1% | +303.1% | +227.5% |
| All | +183.2% | -50.8% | +234.0% | +195.1% |
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 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