+34.0%
MELI vs DXCM
-19.0%
+53.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -4.3% | -5.8% | +1.5% | -3.4% |
| 30D | -1.7% | -5.6% | +3.9% | -0.9% |
| 3M | +20.0% | +13.0% | +7.0% | +17.4% |
| 6M | +9.4% | +24.7% | -15.2% | +5.3% |
| YTD | -5.4% | +27.3% | -32.7% | -9.3% |
| 1Y | -18.8% | +11.2% | -30.0% | -21.1% |
| All | +34.0% | -19.0% | +53.0% | +23.1% |
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