+411.2%
DXCM vs MET
+206.5%
+204.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | -3.7% | +1.8% | -5.4% | -4.2% |
| 30D | -5.0% | +4.8% | -9.8% | -6.4% |
| 3M | -8.8% | +6.2% | -15.0% | -10.7% |
| 6M | +31.9% | +33.8% | -1.9% | +19.6% |
| YTD | +20.4% | +33.3% | -12.9% | +9.0% |
| 1Y | +45.7% | +36.3% | +9.4% | +30.9% |
| 3Y | -15.0% | +84.6% | -99.6% | -31.2% |
| 5Y | -48.5% | +87.7% | -136.1% | -58.7% |
| 10Y | +411.2% | +198.0% | +213.3% | +226.7% |
| All | +411.2% | +206.5% | +204.8% | +226.7% |
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