-18.3%
DXCM vs MDB
-10.2%
-8.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.3% |
| 7D | -9.2% | +3.0% | -12.2% | -9.5% |
| 30D | -6.5% | -11.3% | +4.8% | -5.5% |
| 3M | -10.3% | -23.0% | +12.8% | -8.4% |
| 6M | +35.4% | +14.8% | +20.7% | +31.4% |
| YTD | +21.1% | -19.4% | +40.5% | +20.9% |
| 1Y | +38.2% | -9.0% | +47.2% | +36.0% |
| All | -18.3% | -10.2% | -8.1% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling