+257.0%
DXCM vs MRSH
+218.8%
+38.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.6% |
| 7D | -5.5% | -4.8% | -0.8% | -2.6% |
| 30D | -8.6% | -6.3% | -2.2% | -4.8% |
| 3M | +10.3% | +5.8% | +4.5% | +6.4% |
| 6M | +25.2% | +2.8% | +22.4% | +21.8% |
| YTD | +25.1% | -3.1% | +28.2% | +25.4% |
| 1Y | +9.2% | -11.3% | +20.5% | +15.3% |
| 3Y | -22.6% | -5.0% | -17.6% | -24.3% |
| 5Y | -39.5% | +19.2% | -58.7% | -49.6% |
| All | +257.0% | +218.8% | +38.1% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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