+436.3%
DXCM vs MLM
+190.7%
+245.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.2% | +0.6% | -2.9% |
| 7D | +5.7% | -1.2% | +6.9% | +6.2% |
| 30D | +1.3% | +7.9% | -6.7% | -1.1% |
| 3M | +2.2% | -4.5% | +6.6% | +3.5% |
| 6M | +42.0% | -12.6% | +54.6% | +47.1% |
| YTD | +27.3% | -14.9% | +42.1% | +32.5% |
| 1Y | +42.5% | -13.1% | +55.5% | +47.2% |
| 3Y | -13.3% | +21.2% | -34.6% | -21.8% |
| 5Y | -46.8% | +32.0% | -78.8% | -54.0% |
| All | +436.3% | +190.7% | +245.5% | +267.4% |
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