+384.5%
DXCM vs MXL
+161.9%
+222.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.4% | +7.8% | +3.1% |
| 7D | +4.9% | +13.4% | -8.5% | +2.9% |
| 30D | -0.2% | -29.2% | +29.1% | +3.3% |
| 3M | -8.9% | -27.2% | +18.3% | -7.8% |
| 6M | +42.3% | -36.4% | +78.7% | +40.0% |
| YTD | +25.6% | +220.0% | -194.5% | -18.7% |
| 1Y | +39.5% | +304.8% | -265.3% | -14.8% |
| 3Y | -15.3% | +238.5% | -253.7% | -52.6% |
| 5Y | -48.4% | -18.8% | -29.7% | -60.7% |
| All | +384.5% | +161.9% | +222.7% | +121.7% |
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