-3.5%
XYL vs MNDY
-49.8%
+46.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.2% |
| 7D | +1.2% | -4.6% | +5.8% | +1.6% |
| 30D | -11.9% | +1.0% | -13.0% | -12.3% |
| 3M | -1.5% | +9.1% | -10.7% | -3.1% |
| 6M | -11.9% | +14.2% | -26.1% | -14.4% |
| YTD | -20.6% | -41.1% | +20.6% | -16.9% |
| 1Y | -23.5% | -54.7% | +31.2% | -17.8% |
| 3Y | +14.9% | -50.6% | +65.4% | +17.1% |
| 5Y | -15.3% | -76.7% | +61.4% | -17.6% |
| All | -3.5% | -49.8% | +46.3% | +1.1% |
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