+2,894.9%
DXCM vs MET
+396.1%
+2,498.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.9% |
| YTD | +32.4% | +26.3% | +6.2% | +20.1% |
| 1Y | +8.8% | +22.8% | -14.0% | -0.5% |
| 3Y | -13.7% | +65.9% | -79.7% | -31.1% |
| 5Y | -35.2% | +85.4% | -120.5% | -51.2% |
| 10Y | +281.8% | +253.7% | +28.1% | +100.8% |
| All | +2,894.9% | +396.1% | +2,498.8% | +962.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling