+36.9%
XLY vs MNDY
-49.8%
+86.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.6% |
| 7D | -1.7% | -4.6% | +2.9% | -1.1% |
| 30D | -4.2% | +1.0% | -5.2% | -4.7% |
| 3M | -2.7% | +9.1% | -11.8% | -4.7% |
| 6M | -0.6% | +14.2% | -14.9% | -4.5% |
| YTD | -5.0% | -41.1% | +36.1% | +0.9% |
| 1Y | -4.1% | -54.7% | +50.6% | +5.8% |
| 3Y | +33.6% | -50.6% | +84.2% | +37.7% |
| 5Y | +28.7% | -76.7% | +105.4% | +24.4% |
| All | +36.9% | -49.8% | +86.7% | +34.7% |
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