+205.9%
MCD vs DXCM
+412.4%
-206.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.7% |
| 7D | -1.9% | -9.2% | +7.3% | -1.1% |
| 30D | +16.6% | -6.5% | +23.1% | +17.3% |
| 3M | +0.9% | -10.3% | +11.2% | +1.9% |
| 6M | +1.5% | +35.4% | -34.0% | -1.6% |
| YTD | -8.3% | +21.1% | -29.4% | -10.4% |
| 1Y | -8.1% | +38.2% | -46.4% | -11.4% |
| 3Y | +10.3% | -14.6% | +24.9% | +8.1% |
| 5Y | +23.4% | -49.6% | +73.0% | +24.9% |
| 10Y | +205.9% | +393.1% | -187.2% | +176.5% |
| All | +205.9% | +412.4% | -206.5% | +176.5% |
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