+30.0%
MDT vs DXCM
-17.7%
+47.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.2% | +1.4% |
| 7D | +3.2% | -3.2% | +6.4% | +3.6% |
| 30D | +9.5% | +6.3% | +3.2% | +8.8% |
| 3M | +16.0% | +21.1% | -5.1% | +13.5% |
| 6M | +0.2% | +20.6% | -20.4% | -2.2% |
| YTD | -0.3% | +32.4% | -32.7% | -3.5% |
| 1Y | +4.7% | +8.8% | -4.1% | +2.8% |
| All | +30.0% | -17.7% | +47.7% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling