-16.8%
DXCM vs MNDY
-49.8%
+33.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.7% | -2.1% |
| 7D | -5.5% | -4.6% | -0.9% | -4.7% |
| 30D | -8.6% | +1.0% | -9.6% | -9.1% |
| 3M | +10.3% | +9.1% | +1.2% | +7.6% |
| 6M | +25.2% | +14.2% | +11.0% | +19.9% |
| YTD | +25.1% | -41.1% | +66.3% | +34.8% |
| 1Y | +9.2% | -54.7% | +64.0% | +22.6% |
| 3Y | -22.6% | -50.6% | +28.0% | -19.7% |
| 5Y | -39.5% | -76.7% | +37.1% | -38.9% |
| All | -16.8% | -49.8% | +33.1% | -12.3% |
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