+379.9%
DXCM vs MGY
+199.8%
+180.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.8% |
| 7D | -3.2% | +2.1% | -5.3% | -3.5% |
| 30D | +6.3% | +13.8% | -7.5% | +4.3% |
| 3M | +21.1% | -4.3% | +25.4% | +21.6% |
| 6M | +20.6% | -5.1% | +25.6% | +20.7% |
| YTD | +32.4% | +24.8% | +7.6% | +27.0% |
| 1Y | +8.8% | +11.8% | -3.0% | +6.0% |
| 3Y | -13.7% | +23.5% | -37.3% | -18.7% |
| 5Y | -35.2% | +87.5% | -122.7% | -44.2% |
| All | +379.9% | +199.8% | +180.1% | +276.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling