+2,894.9%
DXCM vs MTB
+331.9%
+2,563.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -3.2% | +1.7% | -4.9% | -3.8% |
| 30D | +6.3% | -4.2% | +10.5% | +8.0% |
| 3M | +21.1% | +8.9% | +12.2% | +17.2% |
| 6M | +20.6% | +10.9% | +9.7% | +15.9% |
| YTD | +32.4% | +21.5% | +11.0% | +22.9% |
| 1Y | +8.8% | +21.9% | -13.1% | +0.5% |
| 3Y | -13.7% | +109.2% | -123.0% | -36.5% |
| 5Y | -35.2% | +102.0% | -137.2% | -53.6% |
| 10Y | +281.8% | +171.9% | +109.9% | +105.2% |
| All | +2,894.9% | +331.9% | +2,563.0% | +1,022.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling