+66.8%
XLF vs MNDY
-50.8%
+117.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | -0.7% |
| 7D | -2.9% | -12.5% | +9.6% | -1.9% |
| 30D | -1.6% | -2.6% | +1.0% | -1.6% |
| 3M | +9.3% | +4.2% | +5.0% | +8.4% |
| 6M | +14.6% | +9.8% | +4.8% | +12.7% |
| YTD | +4.7% | -42.3% | +47.0% | +8.2% |
| 1Y | +8.6% | -54.5% | +63.2% | +14.1% |
| 3Y | +73.9% | -50.3% | +124.1% | +77.4% |
| 5Y | +65.0% | -77.1% | +142.1% | +61.0% |
| All | +66.8% | -50.8% | +117.7% | +72.6% |
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