-15.3%
DXCM vs MET
+85.6%
-100.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.1% |
| 7D | +4.9% | +4.5% | +0.5% | +3.1% |
| 30D | -0.2% | +3.5% | -3.7% | -1.6% |
| 3M | -8.9% | +5.9% | -14.8% | -11.1% |
| 6M | +42.3% | +33.1% | +9.2% | +25.9% |
| YTD | +25.6% | +33.6% | -8.0% | +10.3% |
| 1Y | +39.5% | +32.7% | +6.9% | +22.8% |
| 3Y | -15.3% | +85.0% | -100.3% | -33.8% |
| All | -15.3% | +85.6% | -100.8% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling