+7.0%
DXCM vs MET
+23.2%
-16.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.8% |
| 3M | +7.3% | +12.5% | -5.2% | +2.5% |
| 6M | +22.0% | +37.1% | -15.1% | +9.0% |
| YTD | +26.4% | +23.8% | +2.6% | +14.9% |
| 1Y | +7.0% | +24.1% | -17.1% | -4.2% |
| All | +7.0% | +23.2% | -16.2% | -4.2% |
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