+2,894.9%
DXCM vs MKC
+373.5%
+2,521.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -1.5% |
| 7D | -3.2% | -5.9% | +2.7% | -0.3% |
| 30D | +6.3% | -0.9% | +7.2% | +6.7% |
| 3M | +21.1% | +12.7% | +8.4% | +13.8% |
| 6M | +20.6% | -19.3% | +39.9% | +32.8% |
| YTD | +32.4% | -22.2% | +54.6% | +46.9% |
| 1Y | +8.8% | -23.3% | +32.2% | +21.1% |
| 3Y | -13.7% | -30.0% | +16.3% | -3.0% |
| 5Y | -35.2% | -33.8% | -1.4% | -26.9% |
| 10Y | +281.8% | +24.4% | +257.4% | +157.9% |
| All | +2,894.9% | +373.5% | +2,521.4% | +579.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling