+384.5%
DXCM vs MKC
+25.8%
+358.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.0% |
| 7D | +4.9% | -3.0% | +7.9% | +5.8% |
| 30D | -0.2% | +4.8% | -5.0% | -1.4% |
| 3M | -8.9% | -12.8% | +3.9% | -5.4% |
| 6M | +42.3% | +5.0% | +37.3% | +40.1% |
| YTD | +25.6% | -29.1% | +54.6% | +36.8% |
| 1Y | +39.5% | -26.4% | +65.9% | +50.2% |
| 3Y | -15.3% | -21.6% | +6.4% | -13.0% |
| 5Y | -48.4% | -35.2% | -13.2% | -43.8% |
| All | +384.5% | +25.8% | +358.7% | +444.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling