-3.5%
MCD vs DXCM
+47.0%
-50.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.5% |
| 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% | +3.7% |
| 6M | +3.5% | +33.8% | -30.3% | +1.5% |
| YTD | -6.1% | +22.1% | -28.3% | -8.1% |
| All | -3.5% | +47.0% | -50.5% | -8.4% |
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