-1.4%
MDT vs DXCM
-48.9%
+47.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.6% |
| 7D | +3.5% | -4.4% | +7.9% | +4.2% |
| 30D | +16.2% | -3.6% | +19.8% | +16.8% |
| 3M | +18.9% | -4.3% | +23.2% | +19.6% |
| 6M | +37.3% | +33.8% | +3.6% | +30.9% |
| YTD | +9.7% | +22.1% | -12.4% | +5.8% |
| 1Y | +15.2% | +47.4% | -32.2% | +8.0% |
| 3Y | +61.8% | -12.3% | +74.1% | +54.8% |
| 5Y | -1.4% | -49.1% | +47.7% | +1.0% |
| All | -1.4% | -48.9% | +47.5% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling