+50.6%
XLU vs MNDY
-49.8%
+100.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.3% |
| 7D | -1.6% | -4.6% | +3.0% | -1.5% |
| 30D | -3.3% | +1.0% | -4.3% | -3.4% |
| 3M | -3.2% | +9.1% | -12.3% | -3.4% |
| 6M | -7.0% | +14.2% | -21.2% | -7.4% |
| YTD | +0.6% | -41.1% | +41.8% | +1.6% |
| 1Y | +2.4% | -54.7% | +57.2% | +4.0% |
| 3Y | +46.3% | -50.6% | +96.8% | +47.3% |
| 5Y | +44.0% | -76.7% | +120.6% | +40.6% |
| All | +50.6% | -49.8% | +100.4% | +55.5% |
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 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