+2,894.9%
DXCM vs MTCH
+649.3%
+2,245.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.6% |
| 7D | -3.2% | +0.7% | -3.9% | -3.5% |
| 30D | +6.3% | +9.7% | -3.4% | +3.1% |
| 3M | +21.1% | +21.1% | 0.0% | +13.5% |
| 6M | +20.6% | +37.5% | -16.9% | +8.2% |
| YTD | +32.4% | +31.9% | +0.5% | +20.1% |
| 1Y | +8.8% | +14.6% | -5.7% | +2.7% |
| 3Y | -13.7% | -6.2% | -7.6% | -17.4% |
| 5Y | -35.2% | -70.6% | +35.4% | -12.6% |
| 10Y | +281.8% | +185.6% | +96.2% | +92.0% |
| All | +2,894.9% | +649.3% | +2,245.5% | +706.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling