+423.1%
DXCM vs MOD
+1,005.7%
-582.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.9% | -7.8% | +1.2% |
| 7D | -4.4% | -13.9% | +9.6% | -3.5% |
| 30D | -3.6% | -41.5% | +37.9% | +0.6% |
| 3M | -4.3% | -45.7% | +41.4% | +0.2% |
| 6M | +33.8% | -61.1% | +94.9% | +43.3% |
| YTD | +22.1% | -20.5% | +42.6% | +20.6% |
| 1Y | +47.4% | -32.1% | +79.5% | +47.3% |
| 3Y | -12.3% | +146.5% | -158.7% | -28.5% |
| 5Y | -49.1% | +812.7% | -861.8% | -66.3% |
| 10Y | +423.1% | +966.8% | -543.7% | +188.2% |
| All | +423.1% | +1,005.7% | -582.6% | +188.2% |
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