+43.3%
MA vs DXCM
-13.8%
+57.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -1.0% |
| 7D | -2.7% | -3.2% | +0.5% | -2.5% |
| 30D | +1.5% | +6.3% | -4.8% | +1.0% |
| 3M | +20.4% | +21.1% | -0.7% | +18.5% |
| 6M | +11.1% | +20.6% | -9.4% | +9.3% |
| YTD | +2.0% | +32.4% | -30.5% | -0.5% |
| 1Y | -2.2% | +8.8% | -11.0% | -3.3% |
| All | +43.3% | -13.8% | +57.1% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling