-19.0%
DXCM vs MDY
+51.1%
-70.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.2% | -3.4% |
| 7D | -6.2% | +1.0% | -7.3% | -6.9% |
| 30D | -0.3% | -3.1% | +2.9% | +1.9% |
| 3M | +10.3% | +1.8% | +8.5% | +8.7% |
| 6M | +24.1% | +10.8% | +13.3% | +15.3% |
| YTD | +27.4% | +14.4% | +12.9% | +15.8% |
| 1Y | +8.4% | +15.2% | -6.8% | -2.0% |
| 3Y | -19.0% | +51.2% | -70.2% | -38.5% |
| All | -19.0% | +51.1% | -70.1% | -38.5% |
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 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