+101.3%
MNST vs DXCM
-50.2%
+151.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.0% | +1.6% | -3.6% |
| 7D | -3.4% | -3.5% | +0.1% | -3.0% |
| 30D | +6.6% | -5.8% | +12.4% | +7.4% |
| 3M | -2.9% | -4.3% | +1.5% | -2.4% |
| 6M | +18.4% | +31.6% | -13.1% | +13.7% |
| YTD | +19.3% | +19.6% | -0.4% | +15.7% |
| 1Y | +37.9% | +36.9% | +1.0% | +31.3% |
| 3Y | +62.9% | -16.3% | +79.1% | +56.6% |
| All | +101.3% | -50.2% | +151.5% | +107.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling