+272.9%
DXCM vs MOD
+1,642.7%
-1,369.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -2.5% |
| 7D | -3.2% | +9.6% | -12.8% | -4.1% |
| 30D | +6.3% | 0.0% | +6.3% | +6.2% |
| 3M | +21.1% | -35.4% | +56.5% | +25.7% |
| 6M | +20.6% | -7.3% | +27.8% | +19.5% |
| YTD | +32.4% | +45.8% | -13.4% | +24.3% |
| 1Y | +8.8% | +43.1% | -34.3% | +1.5% |
| 3Y | -13.7% | +297.7% | -311.4% | -33.1% |
| 5Y | -35.2% | +1,478.8% | -1,513.9% | -59.9% |
| All | +272.9% | +1,642.7% | -1,369.8% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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