+610.7%
DXCM vs MDB
+906.0%
-295.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.7% |
| 7D | -3.7% | -1.0% | -2.7% | -3.5% |
| 30D | -5.0% | -14.0% | +9.0% | -2.4% |
| 3M | -8.8% | -20.3% | +11.5% | -5.9% |
| 6M | +31.9% | +10.9% | +21.0% | +24.2% |
| YTD | +20.4% | -20.9% | +41.3% | +20.3% |
| 1Y | +45.7% | -11.2% | +56.9% | +40.5% |
| 3Y | -15.0% | -11.9% | -3.1% | -25.6% |
| 5Y | -48.5% | -40.2% | -8.3% | -55.1% |
| All | +610.7% | +906.0% | -295.3% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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