+2,637.6%
DXCM vs MKC
+331.3%
+2,306.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.3% |
| 7D | -9.2% | -7.0% | -2.2% | -5.8% |
| 30D | -6.5% | +4.1% | -10.6% | -8.3% |
| 3M | -10.3% | -10.3% | +0.1% | -5.7% |
| 6M | +35.4% | +1.7% | +33.7% | +33.4% |
| YTD | +21.1% | -29.1% | +50.2% | +40.2% |
| 1Y | +38.2% | -26.0% | +64.2% | +56.2% |
| 3Y | -14.6% | -21.5% | +6.9% | -10.9% |
| 5Y | -49.6% | -35.0% | -14.5% | -43.1% |
| 10Y | +393.1% | +25.6% | +367.5% | +221.2% |
| All | +2,637.6% | +331.3% | +2,306.3% | +548.7% |
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