-12.4%
DXCM vs MDB
-5.3%
-7.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.5% |
| 7D | -3.2% | -17.4% | +14.2% | -1.1% |
| 30D | +6.3% | -2.0% | +8.4% | +6.3% |
| 3M | +21.1% | -3.0% | +24.1% | +20.8% |
| 6M | +20.6% | +48.7% | -28.1% | +13.9% |
| YTD | +32.4% | -12.1% | +44.6% | +32.0% |
| 1Y | +8.8% | +14.5% | -5.7% | +4.6% |
| All | -12.4% | -5.3% | -7.1% | -18.8% |
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