+29.4%
MMM vs DXCM
-35.5%
+65.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +0.2% |
| 7D | -3.3% | -3.2% | -0.1% | -3.3% |
| 30D | -7.0% | +6.3% | -13.4% | -7.1% |
| 3M | +10.8% | +21.1% | -10.3% | +10.4% |
| 6M | +5.8% | +20.6% | -14.8% | +5.3% |
| YTD | +6.8% | +32.4% | -25.7% | +6.1% |
| 1Y | +10.4% | +8.8% | +1.5% | +9.9% |
| 3Y | +104.7% | -13.7% | +118.4% | +99.0% |
| All | +29.4% | -35.5% | +65.0% | +22.7% |
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 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