-11.9%
DXCM vs MNDY
-47.4%
+35.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.4% | +4.4% | -0.8% |
| 7D | -3.2% | -9.6% | +6.4% | -1.4% |
| 30D | +6.3% | -0.4% | +6.8% | +6.0% |
| 3M | +21.1% | +4.3% | +16.8% | +19.2% |
| 6M | +20.6% | +19.8% | +0.8% | +14.4% |
| YTD | +32.4% | -38.3% | +70.7% | +41.5% |
| 1Y | +8.8% | -50.1% | +58.9% | +19.8% |
| 3Y | -13.7% | -48.4% | +34.7% | -11.2% |
| 5Y | -35.2% | -76.0% | +40.8% | -35.1% |
| All | -11.9% | -47.4% | +35.5% | -8.0% |
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