+2,780.1%
DXCM vs MOH
+538.0%
+2,242.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.6% | -3.2% |
| 7D | -6.2% | -3.3% | -2.9% | -5.4% |
| 30D | -0.3% | -0.1% | -0.2% | -0.4% |
| 3M | +10.3% | -1.1% | +11.4% | +10.0% |
| 6M | +24.1% | +35.9% | -11.7% | +12.6% |
| YTD | +27.4% | +13.1% | +14.2% | +19.1% |
| 1Y | +8.4% | +11.8% | -3.4% | +0.5% |
| 3Y | -19.0% | -38.7% | +19.8% | -16.9% |
| 5Y | -38.6% | -25.1% | -13.5% | -41.3% |
| 10Y | +252.9% | +243.8% | +9.1% | +102.6% |
| All | +2,780.1% | +538.0% | +2,242.0% | +926.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling