+10.4%
DXCM vs MTZ
+36.5%
-26.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.9% |
| 7D | -6.5% | +2.3% | -8.8% | -6.3% |
| 30D | -4.3% | -10.3% | +6.0% | -5.0% |
| 3M | +7.3% | -31.8% | +39.1% | +4.4% |
| 6M | +22.0% | -19.2% | +41.2% | +10.3% |
| YTD | +26.4% | +10.7% | +15.7% | +4.1% |
| All | +10.4% | +36.5% | -26.1% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling