-34.6%
MP vs DXCM
+44.8%
-79.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.6% | -11.7% | -5.6% |
| 7D | -12.5% | +12.5% | -25.1% | -13.6% |
| 30D | -23.3% | +1.8% | -25.2% | -23.4% |
| 3M | -24.4% | +1.8% | -26.1% | -24.5% |
| 6M | -45.8% | +47.4% | -93.1% | -51.0% |
| YTD | -28.9% | +33.3% | -62.2% | -32.7% |
| 1Y | -34.6% | +44.6% | -79.2% | -35.7% |
| All | -34.6% | +44.8% | -79.4% | -35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling