+2,780.1%
DXCM vs MCO
+1,397.8%
+1,382.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.3% | -2.6% |
| 7D | -6.2% | -2.7% | -3.5% | -4.9% |
| 30D | -0.3% | +0.9% | -1.2% | -0.8% |
| 3M | +10.3% | +8.7% | +1.6% | +5.6% |
| 6M | +24.1% | +2.4% | +21.7% | +22.1% |
| YTD | +27.4% | -5.2% | +32.5% | +29.3% |
| 1Y | +8.4% | -4.4% | +12.7% | +9.3% |
| 3Y | -19.0% | +45.1% | -64.1% | -35.2% |
| 5Y | -38.6% | +31.5% | -70.1% | -48.3% |
| 10Y | +252.9% | +380.7% | -127.8% | +56.6% |
| All | +2,780.1% | +1,397.8% | +1,382.2% | +497.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling