+36.9%
DXCM vs MDB
-13.6%
+50.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.7% | -8.7% | -6.3% |
| 7D | -3.5% | -11.4% | +7.9% | -2.3% |
| 30D | -5.8% | -13.8% | +8.0% | -4.6% |
| 3M | -4.3% | -15.5% | +11.1% | -3.6% |
| 6M | +31.6% | +17.9% | +13.6% | +27.0% |
| YTD | +19.6% | -25.5% | +45.1% | +20.1% |
| 1Y | +36.9% | -12.1% | +49.0% | +37.1% |
| All | +36.9% | -13.6% | +50.4% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling