-38.5%
DXCM vs MCO
+26.7%
-65.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.7% |
| 7D | -5.8% | -7.3% | +1.5% | -1.3% |
| 30D | -5.6% | -1.7% | -3.9% | -4.7% |
| 3M | +13.0% | +3.9% | +9.1% | +9.9% |
| 6M | +24.7% | +3.8% | +20.9% | +21.0% |
| YTD | +27.3% | -7.9% | +35.2% | +32.0% |
| 1Y | +11.2% | -6.8% | +18.0% | +13.8% |
| 3Y | -19.0% | +40.9% | -59.9% | -41.1% |
| 5Y | -38.5% | +27.5% | -66.0% | -52.1% |
| All | -38.5% | +26.7% | -65.2% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling