+7.3%
MCHP vs DXCM
+20.4%
-13.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.5% | +1.4% |
| 7D | +1.7% | -3.2% | +4.9% | +1.6% |
| 30D | -4.1% | +6.3% | -10.4% | -4.0% |
| 3M | -22.5% | +21.1% | -43.6% | -21.6% |
| 6M | +7.3% | +20.6% | -13.3% | +22.4% |
| All | +7.3% | +20.4% | -13.1% | +22.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling