+185.0%
XLE vs MNDY
-55.0%
+240.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.3% | +0.9% |
| 7D | +5.4% | -11.3% | +16.7% | +5.9% |
| 30D | -3.9% | -10.8% | +6.9% | -3.6% |
| 3M | +7.0% | -17.3% | +24.3% | +7.5% |
| 6M | +14.2% | +15.2% | -1.0% | +12.8% |
| YTD | +48.2% | -47.1% | +95.3% | +51.0% |
| 1Y | +47.7% | -51.4% | +99.1% | +51.0% |
| 3Y | +70.0% | -49.6% | +119.6% | +72.6% |
| 5Y | +169.1% | -78.6% | +247.7% | +169.5% |
| All | +185.0% | -55.0% | +240.0% | +197.5% |
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