+180.0%
MCD vs DXCM
+256.6%
-76.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.9% | +0.4% |
| 7D | -2.0% | -6.2% | +4.2% | -1.5% |
| 30D | -6.1% | -0.3% | -5.9% | -6.1% |
| 3M | -7.3% | +10.3% | -17.6% | -8.2% |
| 6M | -20.9% | +24.1% | -45.1% | -22.7% |
| YTD | -14.7% | +27.4% | -42.0% | -16.9% |
| 1Y | -16.1% | +8.4% | -24.5% | -17.3% |
| 3Y | -1.5% | -19.0% | +17.5% | -3.0% |
| 5Y | +20.4% | -38.6% | +59.0% | +19.5% |
| 10Y | +180.0% | +252.9% | -72.9% | +167.7% |
| All | +180.0% | +256.6% | -76.6% | +167.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling