+354.7%
MNST vs DXCM
+402.7%
-48.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.6% |
| 7D | +1.6% | +4.9% | -3.3% | +1.0% |
| 30D | +5.1% | -0.2% | +5.2% | +5.0% |
| 3M | -0.5% | -8.9% | +8.4% | +0.7% |
| 6M | +8.1% | +42.3% | -34.1% | +2.5% |
| YTD | +21.2% | +25.6% | -4.4% | +16.6% |
| 1Y | +30.7% | +39.5% | -8.8% | +23.9% |
| 3Y | +67.3% | -15.3% | +82.6% | +62.4% |
| 5Y | +101.9% | -48.4% | +150.3% | +105.0% |
| All | +354.7% | +402.7% | -48.0% | +265.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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