+217.6%
MDT vs DXCM
+2,560.6%
-2,343.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -3.2% | -9.2% | +6.0% | -2.0% |
| 30D | +10.5% | -6.5% | +17.0% | +11.4% |
| 3M | +13.0% | -10.3% | +23.2% | +14.5% |
| 6M | +38.7% | +35.4% | +3.2% | +33.0% |
| YTD | +8.5% | +21.1% | -12.6% | +5.4% |
| 1Y | +10.0% | +38.2% | -28.2% | +5.1% |
| 3Y | +58.6% | -14.6% | +73.2% | +55.3% |
| 5Y | -0.3% | -49.6% | +49.3% | +2.0% |
| 10Y | +61.3% | +393.1% | -331.8% | +20.2% |
| All | +217.6% | +2,560.6% | -2,343.0% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling