+32.4%
MA vs DXCM
+39.5%
-7.1%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.1% | -1.7% |
| 7D | +3.2% | +5.7% | -2.5% | +2.5% |
| 30D | +15.9% | +1.3% | +14.7% | +15.6% |
| 3M | +15.2% | +2.2% | +13.0% | +14.6% |
| 6M | +32.4% | +42.0% | -9.6% | +23.1% |
| All | +32.4% | +39.5% | -7.1% | +23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling