-16.3%
DXCM vs MTB
+95.2%
-111.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.7% |
| 7D | -3.5% | -1.3% | -2.2% | -3.0% |
| 30D | -5.8% | +0.5% | -6.3% | -5.9% |
| 3M | -4.3% | -12.4% | +8.0% | -0.3% |
| 6M | +31.6% | +1.5% | +30.1% | +30.6% |
| YTD | +19.6% | +10.3% | +9.4% | +15.7% |
| 1Y | +36.9% | +22.2% | +14.7% | +28.3% |
| 3Y | -16.3% | +96.9% | -113.2% | -28.0% |
| All | -16.3% | +95.2% | -111.5% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling