+20.8%
MCD vs DXCM
-48.7%
+69.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.8% |
| 7D | -1.6% | +4.9% | -6.6% | -2.1% |
| 30D | +14.1% | -0.2% | +14.3% | +14.1% |
| 3M | +0.6% | -8.9% | +9.5% | +1.3% |
| 6M | 0.0% | +42.3% | -42.3% | -3.1% |
| YTD | -9.3% | +25.6% | -34.8% | -11.4% |
| 1Y | -9.3% | +39.5% | -48.8% | -12.2% |
| 3Y | +8.6% | -15.3% | +23.9% | +6.3% |
| All | +20.8% | -48.7% | +69.5% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling