+260.9%
DXCM vs MET
+245.0%
+15.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -6.5% | -0.8% | -5.7% | -6.2% |
| 30D | -4.3% | -1.4% | -2.9% | -3.9% |
| 3M | +7.3% | +12.5% | -5.2% | +3.1% |
| 6M | +22.0% | +37.1% | -15.1% | +10.0% |
| YTD | +26.4% | +23.8% | +2.6% | +17.4% |
| 1Y | +7.0% | +24.1% | -17.1% | -0.9% |
| 3Y | -19.6% | +65.2% | -84.8% | -32.6% |
| 5Y | -39.3% | +82.3% | -121.6% | -50.8% |
| 10Y | +260.9% | +241.6% | +19.3% | +124.5% |
| All | +260.9% | +245.0% | +15.9% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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