+40.6%
MDT vs DXCM
+253.0%
-212.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.4% |
| 7D | -0.3% | -6.5% | +6.2% | +0.6% |
| 30D | +2.8% | -4.3% | +7.1% | +3.4% |
| 3M | +13.1% | +7.3% | +5.8% | +11.7% |
| 6M | +2.3% | +22.0% | -19.7% | -0.9% |
| YTD | -2.7% | +26.4% | -29.1% | -6.4% |
| 1Y | +0.9% | +7.0% | -6.1% | -1.1% |
| 3Y | +26.8% | -19.6% | +46.4% | +24.3% |
| 5Y | -19.5% | -39.3% | +19.8% | -19.9% |
| 10Y | +40.6% | +260.9% | -220.4% | +19.5% |
| All | +40.6% | +253.0% | -212.5% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 10y: compounded portfolio wealth divided by compounded DXCM 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…
10y analysis · Full analysis span regression · 6 months rolling