+2,914.7%
DXCM vs MLM
+1,143.1%
+1,771.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.4% | +4.3% | +5.6% |
| 7D | +12.5% | +9.1% | +3.4% | +8.4% |
| 30D | +1.8% | +14.6% | -12.8% | -4.1% |
| 3M | +1.8% | +0.3% | +1.5% | +1.3% |
| 6M | +47.4% | -7.5% | +54.8% | +50.5% |
| YTD | +33.3% | -10.2% | +43.5% | +37.2% |
| 1Y | +44.6% | -10.5% | +55.1% | +48.9% |
| 3Y | -9.2% | +27.8% | -37.0% | -22.6% |
| 5Y | -43.8% | +38.9% | -82.7% | -54.1% |
| 10Y | +471.8% | +211.4% | +260.3% | +183.4% |
| All | +2,914.7% | +1,143.1% | +1,771.6% | +579.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling