-36.1%
DXCM vs MTB
+103.6%
-139.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -3.2% | +1.7% | -4.9% | -3.7% |
| 30D | +6.3% | -4.2% | +10.5% | +7.5% |
| 3M | +21.1% | +8.9% | +12.2% | +18.4% |
| 6M | +20.6% | +10.9% | +9.7% | +17.3% |
| YTD | +32.4% | +21.5% | +11.0% | +25.8% |
| 1Y | +8.8% | +21.9% | -13.1% | +3.1% |
| 3Y | -13.7% | +109.2% | -123.0% | -28.2% |
| All | -36.1% | +103.6% | -139.8% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling