+134.5%
MCHP vs DXCM
+402.7%
-268.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.2% |
| 7D | +5.7% | +4.9% | +0.8% | +4.5% |
| 30D | -13.4% | -0.2% | -13.3% | -13.4% |
| 3M | -20.1% | -8.9% | -11.2% | -18.5% |
| 6M | -35.5% | +42.3% | -77.8% | -41.7% |
| YTD | -1.6% | +25.6% | -27.1% | -8.5% |
| 1Y | +15.5% | +39.5% | -24.1% | +4.6% |
| 3Y | -13.2% | -15.3% | +2.1% | -16.6% |
| 5Y | -17.5% | -48.4% | +31.0% | -14.6% |
| All | +134.5% | +402.7% | -268.2% | +76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling