-50.1%
DXCM vs MTB
+63.3%
-113.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.7% |
| 7D | -3.5% | -1.3% | -2.2% | -3.1% |
| 30D | -5.8% | +0.5% | -6.3% | -5.9% |
| 3M | -4.3% | -12.4% | +8.0% | -0.9% |
| 6M | +31.6% | +1.5% | +30.1% | +30.8% |
| YTD | +19.6% | +10.3% | +9.4% | +16.3% |
| 1Y | +36.9% | +22.2% | +14.7% | +29.5% |
| 3Y | -16.3% | +96.9% | -113.2% | -30.0% |
| All | -50.1% | +63.3% | -113.5% | -55.9% |
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