+70.1%
MDT vs DXCM
+402.7%
-332.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.5% |
| 7D | +1.0% | +4.9% | -3.9% | +0.3% |
| 30D | +9.2% | -0.2% | +9.3% | +9.1% |
| 3M | +14.5% | -8.9% | +23.4% | +16.0% |
| 6M | +37.3% | +42.3% | -5.0% | +29.9% |
| YTD | +9.8% | +25.6% | -15.7% | +5.6% |
| 1Y | +10.5% | +39.5% | -29.0% | +4.6% |
| 3Y | +57.4% | -15.3% | +72.7% | +53.4% |
| 5Y | +1.2% | -48.4% | +49.6% | +3.1% |
| All | +70.1% | +402.7% | -332.6% | +37.0% |
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