+2,983.0%
DXCM vs MXL
+228.5%
+2,754.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.6% |
| 7D | -3.6% | +33.1% | -36.7% | -8.3% |
| 30D | -4.3% | -33.5% | +29.2% | +0.4% |
| 3M | -10.4% | -20.7% | +10.3% | -10.4% |
| 6M | +33.1% | -35.9% | +69.0% | +30.9% |
| YTD | +22.6% | +238.3% | -215.6% | -22.3% |
| 1Y | +36.5% | +296.2% | -259.7% | -16.9% |
| 3Y | -13.5% | +254.1% | -267.6% | -52.0% |
| 5Y | -49.6% | -14.1% | -35.5% | -62.9% |
| 10Y | +399.5% | +178.1% | +221.4% | +149.0% |
| All | +2,983.0% | +228.5% | +2,754.5% | +1,312.3% |
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 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