+2.5%
MDT vs DXCM
+8.4%
-5.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.4% |
| 7D | -1.6% | -5.8% | +4.2% | -0.5% |
| 30D | +1.0% | -5.6% | +6.6% | +2.1% |
| 3M | +15.2% | +13.0% | +2.2% | +12.3% |
| 6M | +3.7% | +24.7% | -21.0% | -0.8% |
| YTD | -3.0% | +27.3% | -30.3% | -7.1% |
| 1Y | +2.5% | +11.2% | -8.7% | -2.2% |
| All | +2.5% | +8.4% | -5.9% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling