+384.5%
DXCM vs MOD
+1,079.7%
-695.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +27.9% | -25.5% | 0.0% |
| 7D | +4.9% | +40.4% | -35.5% | +1.6% |
| 30D | -0.2% | -14.0% | +13.8% | +0.4% |
| 3M | -8.9% | -33.3% | +24.4% | -6.5% |
| 6M | +42.3% | -51.4% | +93.7% | +49.1% |
| YTD | +25.6% | +1.6% | +23.9% | +21.0% |
| 1Y | +39.5% | +5.4% | +34.2% | +33.7% |
| 3Y | -15.3% | +191.0% | -206.3% | -31.8% |
| 5Y | -48.4% | +1,093.1% | -1,141.6% | -66.5% |
| All | +384.5% | +1,079.7% | -695.1% | +177.5% |
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