+393.1%
DXCM vs MKC
+25.5%
+367.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.4% |
| 7D | -9.2% | -7.0% | -2.2% | -7.2% |
| 30D | -6.5% | +4.1% | -10.6% | -7.5% |
| 3M | -10.3% | -10.3% | 0.0% | -7.6% |
| 6M | +35.4% | +1.7% | +33.7% | +34.6% |
| YTD | +21.1% | -29.1% | +50.1% | +32.0% |
| 1Y | +38.2% | -26.0% | +64.2% | +48.5% |
| 3Y | -14.6% | -21.5% | +6.9% | -12.3% |
| 5Y | -49.6% | -35.0% | -14.5% | -45.1% |
| 10Y | +393.1% | +25.6% | +367.5% | +450.9% |
| All | +393.1% | +25.5% | +367.5% | +450.9% |
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