+260.9%
DXCM vs MTB
+172.8%
+88.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -6.5% | +1.1% | -7.5% | -6.7% |
| 30D | -4.3% | -4.6% | +0.3% | -3.4% |
| 3M | +7.3% | +6.3% | +1.0% | +5.9% |
| 6M | +22.0% | +15.6% | +6.4% | +18.5% |
| YTD | +26.4% | +20.6% | +5.8% | +21.7% |
| 1Y | +7.0% | +22.5% | -15.5% | +2.5% |
| 3Y | -19.6% | +114.4% | -134.0% | -31.0% |
| 5Y | -39.3% | +101.9% | -141.2% | -47.6% |
| 10Y | +260.9% | +170.4% | +90.5% | +158.8% |
| All | +260.9% | +172.8% | +88.1% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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