+110.6%
MCK vs DXCM
-19.0%
+129.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.2% |
| 7D | -4.4% | -5.8% | +1.4% | -4.4% |
| 30D | -2.2% | -5.6% | +3.4% | -2.2% |
| 3M | +11.6% | +13.0% | -1.5% | +11.3% |
| 6M | -4.9% | +24.7% | -29.6% | -5.2% |
| YTD | +7.7% | +27.3% | -19.6% | +7.5% |
| 1Y | +25.2% | +11.2% | +14.0% | +24.8% |
| All | +110.6% | -19.0% | +129.6% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling