+70.1%
MA vs DXCM
-14.6%
+84.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | +1.8% | -3.7% | +5.5% | +2.1% |
| 30D | +11.8% | -5.0% | +16.8% | +12.3% |
| 3M | +17.2% | -8.8% | +26.0% | +18.0% |
| 6M | +33.4% | +31.9% | +1.5% | +30.3% |
| YTD | +16.1% | +20.4% | -4.3% | +14.1% |
| 1Y | +19.9% | +45.7% | -25.8% | +16.2% |
| 3Y | +70.1% | -15.0% | +85.1% | +66.2% |
| All | +70.1% | -14.6% | +84.7% | +66.2% |
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