+593.1%
MA vs DXCM
+402.7%
+190.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.9% |
| 7D | +1.3% | +4.9% | -3.6% | +0.4% |
| 30D | +9.6% | -0.2% | +9.8% | +9.5% |
| 3M | +16.8% | -8.9% | +25.7% | +18.5% |
| 6M | +35.2% | +42.3% | -7.1% | +26.0% |
| YTD | +16.6% | +25.6% | -9.0% | +10.7% |
| 1Y | +19.8% | +39.5% | -19.8% | +11.5% |
| 3Y | +70.7% | -15.3% | +86.0% | +64.1% |
| 5Y | +87.4% | -48.4% | +135.9% | +91.7% |
| All | +593.1% | +402.7% | +190.4% | +418.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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