+354.1%
MMM vs DXCM
+2,810.6%
-2,456.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +0.3% |
| 7D | -3.3% | -3.2% | -0.1% | -3.0% |
| 30D | -7.0% | +6.3% | -13.4% | -7.6% |
| 3M | +10.8% | +21.1% | -10.3% | +8.6% |
| 6M | +5.8% | +20.6% | -14.8% | +3.5% |
| YTD | +6.8% | +32.4% | -25.7% | +3.4% |
| 1Y | +10.4% | +8.8% | +1.5% | +8.6% |
| 3Y | +104.7% | -13.7% | +118.4% | +98.9% |
| 5Y | +23.6% | -35.2% | +58.7% | +21.4% |
| 10Y | +54.1% | +281.8% | -227.7% | +16.2% |
| All | +354.1% | +2,810.6% | -2,456.5% | +120.2% |
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