-15.3%
DXCM vs MTZ
+271.0%
-286.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.6% | +2.5% |
| 7D | +4.9% | +5.0% | 0.0% | +4.5% |
| 30D | -0.2% | -6.0% | +5.8% | +0.1% |
| 3M | -8.9% | -36.1% | +27.2% | -5.3% |
| 6M | +42.3% | -56.9% | +99.1% | +55.3% |
| YTD | +25.6% | -15.9% | +41.5% | +15.2% |
| 1Y | +39.5% | -3.8% | +43.4% | +23.9% |
| 3Y | -15.3% | +272.3% | -287.5% | -46.9% |
| All | -15.3% | +271.0% | -286.2% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling