+606.2%
DXCM vs MDB
+848.0%
-241.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.7% | -8.7% | -6.6% |
| 7D | -3.5% | -11.4% | +7.9% | -1.0% |
| 30D | -5.8% | -13.8% | +8.0% | -3.3% |
| 3M | -4.3% | -15.5% | +11.1% | -2.7% |
| 6M | +31.6% | +17.9% | +13.6% | +21.9% |
| YTD | +19.6% | -25.5% | +45.1% | +21.2% |
| 1Y | +36.9% | -12.1% | +49.0% | +32.1% |
| 3Y | -16.3% | -5.9% | -10.4% | -28.4% |
| 5Y | -50.0% | -43.7% | -6.3% | -55.8% |
| All | +606.2% | +848.0% | -241.8% | +203.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling