-22.6%
DXCM vs MGY
+25.2%
-47.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -5.5% | +3.5% | -9.1% | -5.9% |
| 30D | -8.6% | +5.3% | -13.8% | -9.1% |
| 3M | +10.3% | +2.6% | +7.7% | +9.8% |
| 6M | +25.2% | -3.3% | +28.5% | +24.8% |
| YTD | +25.1% | +29.2% | -4.1% | +20.1% |
| 1Y | +9.2% | +18.0% | -8.8% | +6.1% |
| 3Y | -22.6% | +30.0% | -52.6% | -28.1% |
| All | -22.6% | +25.2% | -47.8% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling