+393.1%
DXCM vs MDY
+173.8%
+219.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.1% |
| 7D | -9.2% | +0.2% | -9.4% | -9.3% |
| 30D | -6.5% | +2.1% | -8.6% | -8.0% |
| 3M | -10.3% | -3.6% | -6.6% | -7.7% |
| 6M | +35.4% | +1.7% | +33.7% | +33.0% |
| YTD | +21.1% | +13.8% | +7.2% | +8.5% |
| 1Y | +38.2% | +15.5% | +22.7% | +22.4% |
| 3Y | -14.6% | +58.3% | -72.9% | -42.7% |
| 5Y | -49.6% | +37.4% | -87.0% | -61.9% |
| 10Y | +393.1% | +171.0% | +222.1% | +87.5% |
| All | +393.1% | +173.8% | +219.3% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling