+553.1%
MA vs DXCM
+410.2%
+142.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.5% | +0.6% |
| 7D | +2.3% | -3.5% | +5.8% | +2.9% |
| 30D | +14.7% | -5.8% | +20.5% | +15.8% |
| 3M | +13.5% | -4.3% | +17.8% | +14.2% |
| 6M | +33.1% | +31.6% | +1.6% | +25.9% |
| YTD | +15.1% | +19.6% | -4.6% | +10.3% |
| 1Y | +18.7% | +36.9% | -18.1% | +10.9% |
| 3Y | +72.1% | -16.3% | +88.3% | +65.6% |
| 5Y | +92.8% | -50.0% | +142.8% | +98.1% |
| All | +553.1% | +410.2% | +142.9% | +395.1% |
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