+43.4%
MMM vs DXCM
-48.7%
+92.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.0% |
| 7D | -0.4% | +4.9% | -5.3% | -0.5% |
| 30D | +12.1% | -0.2% | +12.3% | +12.1% |
| 3M | +1.4% | -8.9% | +10.3% | +1.6% |
| 6M | +26.6% | +42.3% | -15.7% | +25.7% |
| YTD | +16.8% | +25.6% | -8.7% | +16.2% |
| 1Y | +10.1% | +39.5% | -29.4% | +9.3% |
| 3Y | +158.4% | -15.3% | +173.7% | +150.7% |
| All | +43.4% | -48.7% | +92.1% | +35.0% |
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