-15.0%
DXCM vs MDY
+58.3%
-73.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | -3.7% | 0.0% | -3.7% | -3.6% |
| 30D | -5.0% | +1.0% | -5.9% | -5.6% |
| 3M | -8.8% | -4.1% | -4.7% | -6.3% |
| 6M | +31.9% | +0.6% | +31.2% | +30.7% |
| YTD | +20.4% | +12.9% | +7.5% | +10.1% |
| 1Y | +45.7% | +14.6% | +31.1% | +31.8% |
| 3Y | -15.0% | +57.1% | -72.1% | -36.6% |
| All | -15.0% | +58.3% | -73.3% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling