-38.6%
DXCM vs MTZ
+165.9%
-204.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.8% | -7.6% | -4.5% |
| 7D | -6.2% | +3.6% | -9.8% | -6.8% |
| 30D | -0.3% | -9.6% | +9.4% | +1.2% |
| 3M | +10.3% | -31.9% | +42.3% | +15.5% |
| 6M | +24.1% | -13.8% | +37.9% | +21.3% |
| YTD | +27.4% | +13.3% | +14.1% | +16.0% |
| 1Y | +8.4% | +39.3% | -30.9% | -6.6% |
| 3Y | -19.0% | +168.3% | -187.3% | -42.0% |
| 5Y | -38.6% | +166.4% | -205.0% | -58.7% |
| All | -38.6% | +165.9% | -204.5% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling