+260.9%
DXCM vs MKC
+26.7%
+234.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -6.5% | -4.3% | -2.2% | -5.3% |
| 30D | -4.3% | -3.1% | -1.2% | -3.5% |
| 3M | +7.3% | +6.8% | +0.5% | +5.3% |
| 6M | +22.0% | -18.3% | +40.4% | +28.6% |
| YTD | +26.4% | -23.1% | +49.4% | +34.7% |
| 1Y | +7.0% | -23.7% | +30.7% | +14.1% |
| 3Y | -19.6% | -31.0% | +11.4% | -13.0% |
| 5Y | -39.3% | -33.5% | -5.8% | -34.1% |
| 10Y | +260.9% | +30.3% | +230.7% | +291.4% |
| All | +260.9% | +26.7% | +234.3% | +291.4% |
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