-50.1%
DXCM vs MET
+78.1%
-128.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.5% | -5.4% |
| 7D | -3.5% | -1.2% | -2.3% | -2.9% |
| 30D | -5.8% | +3.2% | -9.0% | -7.0% |
| 3M | -4.3% | -1.1% | -3.2% | -4.1% |
| 6M | +31.6% | +25.0% | +6.5% | +19.4% |
| YTD | +19.6% | +27.9% | -8.2% | +7.1% |
| 1Y | +36.9% | +32.9% | +4.0% | +20.5% |
| 3Y | -16.3% | +78.8% | -95.1% | -35.8% |
| All | -50.1% | +78.1% | -128.3% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling