+3,229.5%
DXCM vs MXL
+249.5%
+2,980.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.6% | -3.0% |
| 7D | -3.2% | +1.6% | -4.9% | -3.6% |
| 30D | +6.3% | -7.0% | +13.3% | +6.7% |
| 3M | +21.1% | -33.4% | +54.5% | +22.8% |
| 6M | +20.6% | +260.2% | -239.6% | -21.3% |
| YTD | +32.4% | +260.0% | -227.5% | -14.2% |
| 1Y | +8.8% | +303.5% | -294.6% | -32.2% |
| 3Y | -13.7% | +160.4% | -174.2% | -46.9% |
| 5Y | -35.2% | +14.7% | -49.9% | -53.8% |
| 10Y | +281.8% | +215.6% | +66.2% | +91.1% |
| All | +3,229.5% | +249.5% | +2,980.0% | +1,459.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling