+211.7%
MCD vs DXCM
+410.2%
-198.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.4% | 0.0% |
| 7D | +7.1% | -3.5% | +10.6% | +7.5% |
| 30D | +19.8% | -5.8% | +25.6% | +20.4% |
| 3M | +0.8% | -4.3% | +5.2% | +1.2% |
| 6M | -1.3% | +31.6% | -32.9% | -4.1% |
| YTD | -7.8% | +19.6% | -27.4% | -9.7% |
| 1Y | -5.0% | +36.9% | -41.8% | -8.2% |
| 3Y | +10.5% | -16.3% | +26.8% | +8.6% |
| 5Y | +22.0% | -50.0% | +72.0% | +23.5% |
| All | +211.7% | +410.2% | -198.5% | +181.2% |
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 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