-22.6%
DXCM vs MOH
-36.3%
+13.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.7% | -1.9% |
| 7D | -5.5% | +1.7% | -7.2% | -5.6% |
| 30D | -8.6% | -0.9% | -7.7% | -8.5% |
| 3M | +10.3% | +5.7% | +4.6% | +10.0% |
| 6M | +25.2% | +39.1% | -13.9% | +22.9% |
| YTD | +25.1% | +17.7% | +7.4% | +23.1% |
| 1Y | +9.2% | +8.4% | +0.9% | +7.6% |
| 3Y | -22.6% | -36.6% | +14.0% | -25.4% |
| All | -22.6% | -36.3% | +13.7% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 3y: compounded portfolio wealth divided by compounded MOH 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…
3y analysis · Full analysis span regression · 6 months rolling