+263.3%
DXCM vs MTZ
+743.7%
-480.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.4% |
| 7D | -5.8% | 0.0% | -5.8% | -5.9% |
| 30D | -5.6% | -14.8% | +9.2% | -3.0% |
| 3M | +13.0% | -30.8% | +43.8% | +18.1% |
| 6M | +24.7% | -22.6% | +47.3% | +26.0% |
| YTD | +27.3% | +6.8% | +20.5% | +19.4% |
| 1Y | +11.2% | +22.1% | -10.9% | +1.0% |
| 3Y | -19.0% | +153.1% | -172.1% | -39.6% |
| 5Y | -38.5% | +161.4% | -199.9% | -55.7% |
| All | +263.3% | +743.7% | -480.4% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 10y: compounded portfolio wealth divided by compounded MTZ 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…
10y analysis · Full analysis span regression · 6 months rolling