+9.2%
DXCM vs MGY
+19.0%
-9.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -5.5% | +3.5% | -9.1% | -5.7% |
| 30D | -8.6% | +5.3% | -13.8% | -8.8% |
| 3M | +10.3% | +2.6% | +7.7% | +9.8% |
| 6M | +25.2% | -3.3% | +28.5% | +23.2% |
| YTD | +25.1% | +29.2% | -4.1% | +18.1% |
| 1Y | +9.2% | +18.0% | -8.8% | +6.0% |
| All | +9.2% | +19.0% | -9.8% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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