+15,692.2%
MA vs DXCM
+1,507.2%
+14,184.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.1% | -1.7% |
| 7D | +3.2% | +5.7% | -2.5% | +2.2% |
| 30D | +15.9% | +1.3% | +14.7% | +15.6% |
| 3M | +15.2% | +2.2% | +13.0% | +14.5% |
| 6M | +32.4% | +42.0% | -9.6% | +23.5% |
| YTD | +15.6% | +27.3% | -11.6% | +9.6% |
| 1Y | +19.3% | +42.5% | -23.2% | +10.7% |
| 3Y | +73.0% | -13.3% | +86.3% | +66.2% |
| 5Y | +93.7% | -46.8% | +140.6% | +97.6% |
| 10Y | +575.0% | +445.8% | +129.2% | +324.5% |
| All | +15,692.2% | +1,507.2% | +14,184.9% | +6,036.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling