+1,750.7%
MO vs DXCM
+2,595.0%
-844.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | +0.4% | -3.6% | +4.1% | +0.7% |
| 30D | +8.9% | -4.3% | +13.2% | +9.1% |
| 3M | +23.0% | -10.4% | +33.3% | +23.7% |
| 6M | +15.0% | +33.1% | -18.2% | +12.7% |
| YTD | +41.7% | +22.6% | +19.1% | +39.4% |
| 1Y | +43.3% | +36.5% | +6.8% | +40.0% |
| 3Y | +143.2% | -13.5% | +156.6% | +139.7% |
| 5Y | +154.7% | -49.6% | +204.4% | +156.4% |
| 10Y | +151.0% | +399.5% | -248.5% | +107.1% |
| All | +1,750.7% | +2,595.0% | -844.4% | +1,049.6% |
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