+373.3%
DXCM vs MTZ
+427.4%
-54.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.7% |
| 7D | -3.6% | +16.5% | -20.1% | -6.3% |
| 30D | -4.3% | -10.2% | +5.9% | -3.2% |
| 3M | -10.4% | -34.2% | +23.8% | -4.7% |
| 6M | +33.1% | -56.0% | +89.1% | +49.7% |
| YTD | +22.6% | -14.8% | +37.5% | +18.6% |
| 1Y | +36.5% | -7.2% | +43.8% | +29.5% |
| 3Y | -13.5% | +275.8% | -289.2% | -41.3% |
| 5Y | -49.6% | +93.5% | -143.1% | -61.9% |
| All | +373.3% | +427.4% | -54.1% | +159.5% |
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