-21.8%
DXCM vs MXL
+209.6%
-231.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.3% | -1.2% |
| 7D | -6.5% | +19.0% | -25.5% | -7.5% |
| 30D | -4.3% | +4.5% | -8.8% | -4.8% |
| 3M | +7.3% | -1.5% | +8.8% | +4.4% |
| 6M | +22.0% | +348.6% | -326.6% | -8.8% |
| YTD | +26.4% | +310.3% | -283.9% | -4.6% |
| 1Y | +7.0% | +344.7% | -337.7% | -21.1% |
| All | -21.8% | +209.6% | -231.4% | -46.2% |
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