-38.6%
DXCM vs MKC
-33.2%
-5.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.8% |
| 7D | -6.2% | -4.3% | -1.9% | -5.3% |
| 30D | -0.3% | -2.0% | +1.7% | +0.1% |
| 3M | +10.3% | +10.0% | +0.3% | +8.3% |
| 6M | +24.1% | -18.5% | +42.7% | +28.9% |
| YTD | +27.4% | -22.4% | +49.8% | +33.2% |
| 1Y | +8.4% | -23.6% | +32.0% | +13.6% |
| 3Y | -19.0% | -30.4% | +11.4% | -13.5% |
| 5Y | -38.6% | -34.2% | -4.4% | -23.8% |
| All | -38.6% | -33.2% | -5.3% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling