+9.2%
DXCM vs MTCH
+14.2%
-4.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -2.0% |
| 7D | -5.5% | +1.3% | -6.8% | -5.8% |
| 30D | -8.6% | +15.9% | -24.4% | -11.6% |
| 3M | +10.3% | +23.3% | -12.9% | +5.9% |
| 6M | +25.2% | +40.1% | -14.9% | +18.1% |
| YTD | +25.1% | +33.6% | -8.5% | +18.2% |
| 1Y | +9.2% | +14.1% | -4.8% | -3.4% |
| All | +9.2% | +14.2% | -4.9% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling