+260.9%
DXCM vs MDY
+170.4%
+90.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | +0.1% |
| 7D | -6.5% | -0.8% | -5.7% | -5.9% |
| 30D | -4.3% | -3.9% | -0.4% | -1.2% |
| 3M | +7.3% | 0.0% | +7.3% | +7.1% |
| 6M | +22.0% | +8.5% | +13.5% | +13.8% |
| YTD | +26.4% | +13.2% | +13.2% | +13.8% |
| 1Y | +7.0% | +15.0% | -8.0% | -5.1% |
| 3Y | -19.6% | +49.6% | -69.2% | -43.7% |
| 5Y | -39.3% | +46.0% | -85.3% | -56.1% |
| 10Y | +260.9% | +176.4% | +84.6% | +32.7% |
| All | +260.9% | +170.4% | +90.5% | +32.7% |
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