-8.1%
MCD vs DXCM
+42.7%
-50.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.7% |
| 7D | -1.9% | -9.2% | +7.3% | -0.9% |
| 30D | +16.6% | -6.5% | +23.1% | +17.3% |
| 3M | +0.9% | -10.3% | +11.2% | +1.8% |
| 6M | +1.5% | +35.4% | -34.0% | +0.3% |
| YTD | -8.3% | +21.1% | -29.4% | -9.6% |
| 1Y | -8.1% | +38.2% | -46.4% | -9.2% |
| All | -8.1% | +42.7% | -50.9% | -9.2% |
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 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