+623.8%
DXCM vs MDB
+929.6%
-305.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -3.6% | +11.6% | -15.2% | -6.1% |
| 30D | -4.3% | -8.9% | +4.6% | -2.9% |
| 3M | -10.4% | -22.4% | +12.0% | -6.9% |
| 6M | +33.1% | +10.1% | +23.1% | +25.6% |
| YTD | +22.6% | -19.0% | +41.7% | +21.9% |
| 1Y | +36.5% | -7.0% | +43.5% | +30.2% |
| 3Y | -13.5% | -9.8% | -3.6% | -24.6% |
| 5Y | -49.6% | -40.1% | -9.6% | -56.0% |
| All | +623.8% | +929.6% | -305.8% | +205.6% |
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