-17.2%
DXCM vs MXL
+256.9%
-274.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.4% |
| 7D | -3.6% | +33.1% | -36.7% | -4.9% |
| 30D | -4.3% | -33.5% | +29.2% | -2.9% |
| 3M | -10.4% | -20.7% | +10.3% | -10.3% |
| 6M | +33.1% | -35.9% | +69.0% | +32.1% |
| YTD | +22.6% | +238.3% | -215.6% | -5.9% |
| 1Y | +36.5% | +296.2% | -259.7% | +1.6% |
| All | -17.2% | +256.9% | -274.1% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling