+997.2%
MCHP vs DXCM
+2,810.6%
-1,813.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.5% | +1.8% |
| 7D | +1.7% | -3.2% | +4.9% | +2.3% |
| 30D | -4.1% | +6.3% | -10.4% | -5.2% |
| 3M | -22.5% | +21.1% | -43.6% | -25.7% |
| 6M | +7.3% | +20.6% | -13.3% | +2.7% |
| YTD | +18.4% | +32.4% | -14.1% | +11.3% |
| 1Y | +18.1% | +8.8% | +9.3% | +14.6% |
| 3Y | -2.8% | -13.7% | +11.0% | -5.7% |
| 5Y | +5.5% | -35.2% | +40.7% | +5.4% |
| 10Y | +185.8% | +281.8% | -96.0% | +107.4% |
| All | +997.2% | +2,810.6% | -1,813.4% | +395.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling