-21.8%
DXCM vs MTCH
-3.1%
-18.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -0.9% |
| 7D | -6.5% | -2.4% | -4.1% | -6.2% |
| 30D | -4.3% | +12.8% | -17.1% | -5.9% |
| 3M | +7.3% | +20.0% | -12.7% | +4.7% |
| 6M | +22.0% | +34.7% | -12.7% | +17.4% |
| YTD | +26.4% | +30.6% | -4.2% | +21.9% |
| 1Y | +7.0% | +10.9% | -4.0% | +4.8% |
| All | -21.8% | -3.1% | -18.7% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling