+2,662.2%
DXCM vs MTB
+301.1%
+2,361.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.2% |
| 7D | -4.4% | -0.8% | -3.6% | -4.0% |
| 30D | -3.6% | +2.4% | -6.0% | -4.4% |
| 3M | -4.3% | -10.5% | +6.2% | -0.4% |
| 6M | +33.8% | +6.4% | +27.3% | +30.4% |
| YTD | +22.1% | +12.8% | +9.3% | +16.4% |
| 1Y | +47.4% | +23.3% | +24.1% | +35.8% |
| 3Y | -12.3% | +108.2% | -120.5% | -35.0% |
| 5Y | -49.1% | +68.6% | -117.7% | -60.7% |
| 10Y | +423.1% | +125.3% | +297.9% | +206.4% |
| All | +2,662.2% | +301.1% | +2,361.1% | +963.0% |
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