+36.5%
DXCM vs MET
+34.4%
+2.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | -3.6% | +2.1% | -5.8% | -4.4% |
| 30D | -4.3% | +1.8% | -6.1% | -5.0% |
| 3M | -10.4% | +6.0% | -16.4% | -12.2% |
| 6M | +33.1% | +31.1% | +2.0% | +19.8% |
| YTD | +22.6% | +32.6% | -9.9% | +7.8% |
| 1Y | +36.5% | +30.5% | +6.1% | +20.6% |
| All | +36.5% | +34.4% | +2.1% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling