+8.4%
DXCM vs MTB
+23.0%
-14.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.3% | -3.6% |
| 7D | -6.2% | +2.8% | -9.0% | -7.0% |
| 30D | -0.3% | -4.2% | +3.9% | +1.1% |
| 3M | +10.3% | +7.8% | +2.5% | +7.7% |
| 6M | +24.1% | +14.8% | +9.3% | +18.4% |
| YTD | +27.4% | +20.8% | +6.6% | +21.8% |
| 1Y | +8.4% | +23.1% | -14.7% | +0.4% |
| All | +8.4% | +23.0% | -14.7% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling