+398.8%
MMM vs DXCM
+2,529.5%
-2,130.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.0% | +4.6% | -0.8% |
| 7D | +6.2% | -3.5% | +9.7% | +6.6% |
| 30D | +14.2% | -5.8% | +20.0% | +14.8% |
| 3M | +2.9% | -4.3% | +7.3% | +3.2% |
| 6M | +27.6% | +31.6% | -4.0% | +23.8% |
| YTD | +17.3% | +19.6% | -2.4% | +14.6% |
| 1Y | +15.1% | +36.9% | -21.8% | +11.0% |
| 3Y | +157.1% | -16.3% | +173.4% | +150.9% |
| 5Y | +45.1% | -50.0% | +95.1% | +46.5% |
| 10Y | +83.9% | +413.2% | -329.3% | +33.8% |
| All | +398.8% | +2,529.5% | -2,130.6% | +144.1% |
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