+36.9%
DXCM vs MLM
-14.5%
+51.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.1% | -5.6% |
| 7D | -3.5% | -4.1% | +0.6% | -2.5% |
| 30D | -5.8% | +8.2% | -14.0% | -6.7% |
| 3M | -4.3% | -3.6% | -0.8% | -3.6% |
| 6M | +31.6% | -15.6% | +47.1% | +36.4% |
| YTD | +19.6% | -16.4% | +36.1% | +24.4% |
| 1Y | +36.9% | -14.3% | +51.2% | +42.0% |
| All | +36.9% | -14.5% | +51.3% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling