+6,875.0%
MELI vs DXCM
+3,555.4%
+3,319.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.2% | -1.6% |
| 7D | -1.9% | -6.2% | +4.3% | -0.1% |
| 30D | +5.8% | -0.3% | +6.1% | +5.8% |
| 3M | +19.5% | +10.3% | +9.2% | +15.6% |
| 6M | +7.7% | +24.1% | -16.4% | +0.4% |
| YTD | -4.4% | +27.4% | -31.7% | -11.7% |
| 1Y | -17.9% | +8.4% | -26.3% | -21.3% |
| 3Y | +34.9% | -19.0% | +53.9% | +29.1% |
| 5Y | +1.1% | -38.6% | +39.6% | +4.1% |
| 10Y | +955.8% | +252.9% | +702.9% | +537.9% |
| All | +6,875.0% | +3,555.4% | +3,319.7% | +1,463.3% |
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 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