-48.5%
DXCM vs MDY
+36.2%
-84.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.1% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -5.0% | +1.0% | -5.9% | -5.8% |
| 3M | -8.8% | -4.1% | -4.7% | -5.5% |
| 6M | +31.9% | +0.6% | +31.2% | +30.2% |
| YTD | +20.4% | +12.9% | +7.5% | +6.7% |
| 1Y | +45.7% | +14.6% | +31.1% | +27.3% |
| 3Y | -15.0% | +57.1% | -72.1% | -48.4% |
| 5Y | -48.5% | +37.1% | -85.6% | -63.3% |
| All | -48.5% | +36.2% | -84.7% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling