+2,894.9%
DXCM vs MTZ
+3,167.1%
-272.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.6% |
| 7D | -3.2% | -1.6% | -1.6% | -2.8% |
| 30D | +6.3% | -11.1% | +17.4% | +9.2% |
| 3M | +21.1% | -36.7% | +57.8% | +31.9% |
| 6M | +20.6% | -21.9% | +42.5% | +23.1% |
| YTD | +32.4% | +9.1% | +23.3% | +23.0% |
| 1Y | +8.8% | +30.0% | -21.1% | -4.1% |
| 3Y | -13.7% | +138.5% | -152.2% | -38.8% |
| 5Y | -35.2% | +158.3% | -193.5% | -56.4% |
| 10Y | +281.8% | +700.8% | -419.0% | +62.1% |
| All | +2,894.9% | +3,167.1% | -272.2% | +571.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling