+211.3%
MCD vs DXCM
+421.6%
-210.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.6% |
| 7D | +5.9% | -4.4% | +10.3% | +6.4% |
| 30D | +19.6% | -3.6% | +23.3% | +20.0% |
| 3M | +3.3% | -4.3% | +7.6% | +3.6% |
| 6M | +3.5% | +33.8% | -30.3% | +0.4% |
| YTD | -6.1% | +22.1% | -28.3% | -8.3% |
| 1Y | -3.7% | +47.4% | -51.1% | -7.6% |
| 3Y | +13.4% | -12.3% | +25.6% | +10.8% |
| 5Y | +25.2% | -49.1% | +74.3% | +26.5% |
| 10Y | +211.3% | +423.1% | -211.9% | +179.5% |
| All | +211.3% | +421.6% | -210.3% | +179.5% |
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