+272.9%
DXCM vs MLM
+199.9%
+73.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.2% | -2.4% |
| 7D | -3.2% | -2.9% | -0.3% | -2.3% |
| 30D | +6.3% | -6.8% | +13.2% | +8.7% |
| 3M | +21.1% | -11.2% | +32.3% | +25.2% |
| 6M | +20.6% | -21.8% | +42.4% | +29.8% |
| YTD | +32.4% | -17.0% | +49.4% | +39.1% |
| 1Y | +8.8% | -16.4% | +25.2% | +13.9% |
| 3Y | -13.7% | +14.5% | -28.2% | -20.9% |
| 5Y | -35.2% | +41.7% | -76.9% | -44.9% |
| All | +272.9% | +199.9% | +73.0% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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