-1.5%
MCD vs DXCM
-13.8%
+12.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.4% |
| 7D | -2.8% | -3.2% | +0.4% | -2.7% |
| 30D | -6.0% | +6.3% | -12.4% | -6.3% |
| 3M | -5.6% | +21.1% | -26.7% | -6.6% |
| 6M | -21.9% | +20.6% | -42.4% | -22.8% |
| YTD | -14.7% | +32.4% | -47.1% | -16.1% |
| 1Y | -17.3% | +8.8% | -26.1% | -18.0% |
| All | -1.5% | -13.8% | +12.2% | -5.4% |
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 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