+8.8%
DXCM vs MCO
+0.4%
+8.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.2% |
| 7D | -3.2% | -4.2% | +0.9% | -1.6% |
| 30D | +6.3% | +2.2% | +4.1% | +5.4% |
| 3M | +21.1% | +10.1% | +11.0% | +16.7% |
| 6M | +20.6% | +5.3% | +15.3% | +17.5% |
| YTD | +32.4% | -2.7% | +35.2% | +29.9% |
| 1Y | +8.8% | -0.4% | +9.2% | +5.3% |
| All | +8.8% | +0.4% | +8.5% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling