+404.2%
DXCM vs MLM
+185.4%
+218.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.1% | -5.4% |
| 7D | -3.5% | -4.1% | +0.6% | -2.1% |
| 30D | -5.8% | +8.2% | -14.0% | -8.1% |
| 3M | -4.3% | -3.6% | -0.8% | -3.3% |
| 6M | +31.6% | -15.6% | +47.1% | +37.9% |
| YTD | +19.6% | -16.4% | +36.1% | +25.3% |
| 1Y | +36.9% | -14.3% | +51.2% | +42.1% |
| 3Y | -16.3% | +19.3% | -35.6% | -24.0% |
| 5Y | -50.0% | +29.6% | -79.6% | -56.5% |
| All | +404.2% | +185.4% | +218.8% | +247.6% |
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