+145.5%
MO vs DXCM
-13.9%
+159.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.9% |
| 7D | +3.3% | +4.9% | -1.6% | +3.3% |
| 30D | +7.5% | -0.2% | +7.7% | +7.5% |
| 3M | +22.8% | -8.9% | +31.7% | +22.7% |
| 6M | +13.4% | +42.3% | -28.9% | +13.5% |
| YTD | +43.0% | +25.6% | +17.4% | +42.9% |
| 1Y | +45.2% | +39.5% | +5.7% | +45.2% |
| 3Y | +145.5% | -15.3% | +160.8% | +147.1% |
| All | +145.5% | -13.9% | +159.5% | +147.1% |
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