Pretty much what Bob is describing is a so-called DJ splitter cable. You can buy those or the UrbanEars Slussen to split one single 3.5mm jack into two of those, one for headphones the other for main speakers. Works great albeit it you just get double mono (i.e. you get sound out of both the L and R speakers and earphones, but it will be the same mono signal).
Your question clearly is different, you have your headphones on your controller, but need to split your master output to two sources.
The general options, imho, would be:
* Just use an RCA-splitter(cable) – this is the least desirable option, but could work. You will have no way of controlling the signal levels to either speaker pair, so if you turn the master up, your monitor goes up with it.
* Use a speaker control unit. These are typically units with 1 input and 2 or more outputs that allow you to switch outputs on or off (very handy when you want to use your monitor only when cueing up, preparing the transition and executing the transition and have it off the rest of the time) and to let you control the volume on each output. While a nice and practial solution, these units come from the recording studio floor where they are used to operate several sets of monitor speakers and be able to switch between them. This unfortunately means they are pretty expensive.
* Use a small PA mixer with at least one AUX channel. Hook up your controller output to a channel on the mixer, then hook up your monitor speaker to the aux output. Now you can control the volume of the monitor speaker seperately. Probably cheaper than the second option and way more dependable than the first (and more features than both to boot). You can even go get a used mixer.
In your specific case I don’t understand why, in a bedroom setting, you need monitor speakers if you already have stereo speakers set up. Can’t you place your controller closer to the stereo speakers or the other way around?
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