+2,739.2%
DXCM vs MDY
+638.4%
+2,100.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | +4.9% | +2.3% | +2.7% | +2.6% |
| 30D | -0.2% | +2.0% | -2.2% | -2.2% |
| 3M | -8.9% | -5.6% | -3.3% | -3.8% |
| 6M | +42.3% | +1.3% | +41.0% | +39.4% |
| YTD | +25.6% | +12.3% | +13.2% | +10.8% |
| 1Y | +39.5% | +15.8% | +23.7% | +19.4% |
| 3Y | -15.3% | +56.5% | -71.8% | -48.3% |
| 5Y | -48.4% | +35.1% | -83.6% | -63.0% |
| 10Y | +411.4% | +167.4% | +244.0% | +64.4% |
| All | +2,739.2% | +638.4% | +2,100.8% | +191.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling