+2,657.6%
MCK vs DXCM
+2,677.5%
-19.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -3.6% | -6.5% | +2.9% | -2.9% |
| 30D | +1.4% | -4.3% | +5.8% | +1.9% |
| 3M | +13.8% | +7.3% | +6.5% | +12.7% |
| 6M | -5.2% | +22.0% | -27.2% | -7.6% |
| YTD | +9.0% | +26.4% | -17.4% | +5.8% |
| 1Y | +26.9% | +7.0% | +19.9% | +24.9% |
| 3Y | +114.7% | -19.6% | +134.4% | +110.5% |
| 5Y | +347.1% | -39.3% | +386.4% | +342.3% |
| 10Y | +446.4% | +260.9% | +185.4% | +311.2% |
| All | +2,657.6% | +2,677.5% | -19.9% | +1,205.7% |
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