-39.3%
DXCM vs MXL
+34.9%
-74.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.3% | -1.6% |
| 7D | -6.5% | +19.0% | -25.5% | -8.4% |
| 30D | -4.3% | +4.5% | -8.8% | -5.3% |
| 3M | +7.3% | -1.5% | +8.8% | +2.8% |
| 6M | +22.0% | +348.6% | -326.6% | -19.3% |
| YTD | +26.4% | +310.3% | -283.9% | -15.4% |
| 1Y | +7.0% | +344.7% | -337.7% | -30.5% |
| 3Y | -19.6% | +211.2% | -230.8% | -49.9% |
| 5Y | -39.3% | +34.8% | -74.1% | -50.5% |
| All | -39.3% | +34.9% | -74.2% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling