+104.9%
MMM vs DXCM
-13.8%
+118.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | 0.0% |
| 7D | -3.3% | -3.2% | -0.1% | -3.5% |
| 30D | -7.0% | +6.3% | -13.4% | -6.7% |
| 3M | +10.8% | +21.1% | -10.3% | +12.2% |
| 6M | +5.8% | +20.6% | -14.8% | +7.0% |
| YTD | +6.8% | +32.4% | -25.7% | +8.8% |
| 1Y | +10.4% | +8.8% | +1.5% | +10.8% |
| All | +104.9% | -13.8% | +118.7% | +95.0% |
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 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