+199.5%
MCHP vs DXCM
+260.4%
-60.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.4% | +4.1% |
| 7D | 0.0% | -5.5% | +5.6% | +1.4% |
| 30D | -6.0% | -8.6% | +2.5% | -4.1% |
| 3M | -19.7% | +10.3% | -30.0% | -22.3% |
| 6M | +14.0% | +25.2% | -11.2% | +6.5% |
| YTD | +18.4% | +25.1% | -6.7% | +10.4% |
| 1Y | +17.1% | +9.2% | +7.9% | +12.3% |
| 3Y | +0.7% | -22.6% | +23.3% | -1.4% |
| 5Y | +5.1% | -39.5% | +44.6% | +5.1% |
| All | +199.5% | +260.4% | -60.9% | +131.9% |
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