+257.0%
DXCM vs MKSI
+524.1%
-267.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.8% | -2.3% |
| 7D | -5.5% | +2.7% | -8.2% | -6.2% |
| 30D | -8.6% | -12.8% | +4.2% | -5.7% |
| 3M | +10.3% | -22.5% | +32.9% | +14.0% |
| 6M | +25.2% | +19.4% | +5.8% | +13.3% |
| YTD | +25.1% | +67.7% | -42.6% | +2.0% |
| 1Y | +9.2% | +131.4% | -122.2% | -20.3% |
| 3Y | -22.6% | +197.3% | -219.9% | -52.1% |
| 5Y | -39.5% | +87.0% | -126.5% | -58.1% |
| All | +257.0% | +524.1% | -267.1% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 10y: compounded portfolio wealth divided by compounded MKSI 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…
10y analysis · Full analysis span regression · 6 months rolling