+257.0%
DXCM vs MXL
+313.4%
-56.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.5% | -9.3% | -2.9% |
| 7D | -5.5% | +18.9% | -24.4% | -8.1% |
| 30D | -8.6% | +0.3% | -8.9% | -9.3% |
| 3M | +10.3% | -8.0% | +18.4% | +6.3% |
| 6M | +25.2% | +341.2% | -316.0% | -20.0% |
| YTD | +25.1% | +327.8% | -302.7% | -20.1% |
| 1Y | +9.2% | +364.9% | -355.7% | -32.4% |
| 3Y | -22.6% | +229.2% | -251.8% | -53.9% |
| 5Y | -39.5% | +42.8% | -82.3% | -57.6% |
| All | +257.0% | +313.4% | -56.4% | +67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling