+339.0%
MCK vs DXCM
-38.7%
+377.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.8% | +0.1% |
| 7D | -2.9% | -5.5% | +2.6% | -2.7% |
| 30D | +0.4% | -8.6% | +9.0% | +0.7% |
| 3M | +12.1% | +10.3% | +1.8% | +11.5% |
| 6M | -5.4% | +25.2% | -30.7% | -6.4% |
| YTD | +7.8% | +25.1% | -17.3% | +6.7% |
| 1Y | +22.9% | +9.2% | +13.7% | +22.1% |
| 3Y | +110.7% | -22.6% | +133.3% | +109.6% |
| All | +339.0% | -38.7% | +377.7% | +336.6% |
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