+373.3%
DXCM vs MLM
+140.0%
+233.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.7% |
| 7D | -3.6% | -2.0% | -1.6% | -3.0% |
| 30D | -4.3% | +9.5% | -13.8% | -7.0% |
| 3M | -10.4% | -4.7% | -5.6% | -9.0% |
| 6M | +33.1% | -10.7% | +43.8% | +37.1% |
| YTD | +22.6% | -16.6% | +39.2% | +28.6% |
| 1Y | +36.5% | -15.4% | +51.9% | +42.5% |
| 3Y | -13.5% | +15.9% | -29.4% | -20.9% |
| 5Y | -49.6% | +27.1% | -76.8% | -56.1% |
| All | +373.3% | +140.0% | +233.3% | +222.4% |
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