+404.2%
DXCM vs MOD
+911.6%
-507.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.7% | -11.7% | -6.5% |
| 7D | -3.5% | -25.5% | +22.0% | -1.4% |
| 30D | -5.8% | -49.0% | +43.2% | -0.5% |
| 3M | -4.3% | -49.8% | +45.5% | +0.9% |
| 6M | +31.6% | -64.8% | +96.3% | +42.2% |
| YTD | +19.6% | -27.6% | +47.3% | +19.1% |
| 1Y | +36.9% | -35.2% | +72.1% | +37.2% |
| 3Y | -16.3% | +137.1% | -153.4% | -31.7% |
| 5Y | -50.0% | +760.3% | -810.3% | -66.7% |
| All | +404.2% | +911.6% | -507.4% | +180.5% |
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