+154.3%
XME vs MNDY
-49.8%
+204.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.2% |
| 7D | -4.2% | -4.6% | +0.4% | -3.8% |
| 30D | -2.7% | +1.0% | -3.7% | -3.1% |
| 3M | -3.9% | +9.1% | -13.0% | -5.4% |
| 6M | -1.0% | +14.2% | -15.2% | -3.7% |
| YTD | +9.8% | -41.1% | +51.0% | +14.4% |
| 1Y | +32.5% | -54.7% | +87.3% | +41.9% |
| 3Y | +124.3% | -50.6% | +174.9% | +132.7% |
| 5Y | +165.8% | -76.7% | +242.5% | +163.7% |
| All | +154.3% | -49.8% | +204.1% | +173.8% |
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