+8.8%
DXCM vs MXL
+316.6%
-307.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.6% | -1.9% |
| 7D | -3.2% | +1.6% | -4.9% | -3.2% |
| 30D | +6.3% | -7.0% | +13.3% | +6.2% |
| 3M | +21.1% | -33.4% | +54.5% | +20.2% |
| 6M | +20.6% | +260.2% | -239.6% | +5.0% |
| YTD | +32.4% | +260.0% | -227.5% | +14.5% |
| 1Y | +8.8% | +303.5% | -294.6% | -10.0% |
| All | +8.8% | +316.6% | -307.8% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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