+2,914.7%
DXCM vs MOD
+309.3%
+2,605.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -21.4% | +28.1% | +10.7% |
| 7D | +12.5% | -31.3% | +43.9% | +19.7% |
| 30D | +1.8% | -46.1% | +47.9% | +13.1% |
| 3M | +1.8% | -51.1% | +52.9% | +14.5% |
| 6M | +47.4% | -62.1% | +109.4% | +70.3% |
| YTD | +33.3% | -26.2% | +59.5% | +32.5% |
| 1Y | +44.6% | -32.6% | +77.2% | +44.9% |
| 3Y | -9.2% | +133.8% | -143.0% | -37.2% |
| 5Y | -43.8% | +792.8% | -836.6% | -73.2% |
| 10Y | +471.8% | +959.8% | -488.0% | +108.4% |
| All | +2,914.7% | +309.3% | +2,605.4% | +1,101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling