+4.4%
MCHP vs DXCM
-38.0%
+42.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +0.3% | -6.5% | +6.8% | +2.1% |
| 30D | -9.8% | -4.3% | -5.5% | -8.8% |
| 3M | -19.7% | +7.3% | -27.0% | -21.9% |
| 6M | +13.6% | +22.0% | -8.5% | +5.9% |
| YTD | +16.5% | +26.4% | -9.9% | +7.3% |
| 1Y | +15.7% | +7.0% | +8.7% | +11.1% |
| 3Y | 0.0% | -19.6% | +19.6% | -4.7% |
| 5Y | +4.4% | -39.3% | +43.7% | +0.5% |
| All | +4.4% | -38.0% | +42.4% | +0.5% |
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 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