+3.2%
MELI vs DXCM
-39.5%
+42.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | -4.3% | -5.8% | +1.5% | -2.2% |
| 30D | -1.7% | -5.6% | +3.9% | +0.2% |
| 3M | +20.0% | +13.0% | +7.0% | +13.8% |
| 6M | +9.4% | +24.7% | -15.2% | -0.4% |
| YTD | -5.4% | +27.3% | -32.7% | -14.9% |
| 1Y | -18.8% | +11.2% | -30.0% | -24.0% |
| 3Y | +33.5% | -19.0% | +52.5% | +21.3% |
| 5Y | +3.2% | -38.5% | +41.7% | -2.3% |
| All | +3.2% | -39.5% | +42.6% | -2.3% |
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