+15,728.1%
MNST vs DXCM
+2,529.5%
+13,198.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.6% |
| YTD | +19.3% | +19.6% | -0.4% | +15.6% |
| 1Y | +37.9% | +36.9% | +1.0% | +31.1% |
| 3Y | +62.9% | -16.3% | +79.1% | +58.8% |
| 5Y | +99.6% | -50.0% | +149.6% | +103.9% |
| 10Y | +305.7% | +413.2% | -107.4% | +190.5% |
| All | +15,728.1% | +2,529.5% | +13,198.6% | +7,489.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling