-36.3%
DXCM vs MET
+85.3%
-121.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.4% |
| 7D | -3.2% | +1.2% | -4.4% | -3.7% |
| 30D | +6.3% | +1.4% | +4.9% | +5.6% |
| 3M | +21.1% | +17.7% | +3.4% | +13.3% |
| 6M | +20.6% | +35.0% | -14.4% | +6.8% |
| YTD | +32.4% | +26.3% | +6.2% | +19.9% |
| 1Y | +8.8% | +22.8% | -14.0% | -0.6% |
| 3Y | -13.7% | +65.9% | -79.7% | -30.5% |
| All | -36.3% | +85.3% | -121.6% | -49.8% |
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 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