-21.8%
DXCM vs MTUM
+116.3%
-138.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -6.5% | +4.1% | -10.6% | -8.0% |
| 30D | -4.3% | +0.6% | -4.9% | -4.7% |
| 3M | +7.3% | -0.6% | +7.9% | +5.4% |
| 6M | +22.0% | +25.3% | -3.3% | +2.6% |
| YTD | +26.4% | +23.8% | +2.6% | +7.0% |
| 1Y | +7.0% | +25.4% | -18.4% | -10.5% |
| All | -21.8% | +116.3% | -138.1% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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