+11.2%
MCD vs DXCM
-13.6%
+24.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.8% | -0.5% |
| 7D | +8.0% | +5.7% | +2.4% | +7.7% |
| 30D | +19.6% | +1.3% | +18.3% | +19.5% |
| 3M | +2.2% | +2.2% | 0.0% | +2.1% |
| 6M | -1.1% | +42.0% | -43.1% | -3.0% |
| YTD | -7.2% | +27.3% | -34.5% | -8.6% |
| 1Y | -6.7% | +42.5% | -49.2% | -8.6% |
| All | +11.2% | -13.6% | +24.8% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling