-3.9%
MCD vs DXCM
+44.8%
-48.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.6% | -0.1% | +5.8% |
| 7D | +11.9% | +12.5% | -0.7% | +10.6% |
| 30D | +20.2% | +1.8% | +18.4% | +19.8% |
| 3M | +5.2% | +1.8% | +3.4% | +4.8% |
| 6M | 0.0% | +47.4% | -47.4% | -2.6% |
| YTD | -6.5% | +33.3% | -39.8% | -9.1% |
| 1Y | -3.9% | +44.6% | -48.6% | -7.3% |
| All | -3.9% | +44.8% | -48.8% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling