+257.0%
DXCM vs MTCH
+208.0%
+48.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -2.1% |
| 7D | -5.5% | +1.3% | -6.8% | -5.9% |
| 30D | -8.6% | +15.9% | -24.4% | -12.4% |
| 3M | +10.3% | +23.3% | -12.9% | +3.8% |
| 6M | +25.2% | +40.1% | -14.9% | +13.3% |
| YTD | +25.1% | +33.6% | -8.5% | +14.4% |
| 1Y | +9.2% | +14.1% | -4.8% | +4.1% |
| 3Y | -22.6% | +1.4% | -24.0% | -26.9% |
| 5Y | -39.5% | -73.1% | +33.6% | -18.3% |
| All | +257.0% | +208.0% | +48.9% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 10y: compounded portfolio wealth divided by compounded MTCH 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…
10y analysis · Full analysis span regression · 6 months rolling