-48.1%
DXCM vs MTCH
-70.4%
+22.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.5% |
| 7D | +4.9% | +6.7% | -1.7% | +3.0% |
| 30D | -0.2% | -1.8% | +1.6% | +0.2% |
| 3M | -8.9% | +12.2% | -21.1% | -12.1% |
| 6M | +42.3% | +16.6% | +25.7% | +35.7% |
| YTD | +25.6% | +31.8% | -6.3% | +15.2% |
| 1Y | +39.5% | +30.8% | +8.7% | +28.2% |
| 3Y | -15.3% | +49.6% | -64.9% | -28.8% |
| All | -48.1% | -70.4% | +22.3% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling